Our client is a small systematic hedge fund located in New York. They have doubled in size in the last year alone, now managing assets upwards of $4Bn. They have started implementing a new build-out within the commodities function and now looking for a strong Quant Trader / Systematic Portfolio Manager to take the reins in their vertical. There is a particular interest in Energy right now – crude oil, electricity, natural gas, and wind power.
You must have a healthy track record for at least 2 years and be able to conduct the entire trading lifecycle independently – research, strategy implementation, signal filtering / selection / calibration, live trading, post-trade analysis, etc. You will be given full autonomy to build a team beneath you. % splits can be higher than 20%.
There is an outside chance that if you are a quant researcher with ambitions to manage capital, they could give ownership on your signals to give a clear path to trading.
Proficiency in Python or C++ is a prerequisite.
Realized Sharpe ratio over 2.
Must not have a non-compete longer than 6 months. The current climate has also allowed for remote working if required.