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Principal Headhunter - Quantitative Strategies at Anson McCade
My client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or Futures markets to set up their own teams in New York, London, Paris, Singapore, or Dubai.
They have a mandate for Quant PMs or Quant Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and PnL % payouts once trading goes live.
Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.
The Role:
* Building a team of Quant Researchers and Traders or building out as a standalone PM.
* Designing, backtesting, and deploying trading strategies, monitoring and optimising them over time.
* Managing a book and targeting Sharpes above 2 and % returns on GMV above 3%.
Requirements:
* A Master or PhD level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
* Coding proficiency in Python, additional experience with C/C++ is preferred.
* At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated methods such as machine/deep learning or statistical modelling techniques for the research and optimisation of strategies.
Seniority level
Director
Employment type
Full-time
Job function
Finance
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