A leading crypto hedge fund in NYC is looking to expand their systematic trading and quant research department as they have handled the market vol exceptionally well this year and are having record performance from a PnL perspective. Given their positive returns and recent increase in AUM, they're looking to add quant researchers/traders with experience in running high frequency to short term trading strategies, to further add orthogonal value.
- Research, develop and implement high frequency and short term trading strategies across the digital assets space.
- Note that experience with medium frequency strategies is also okay.
- Work with internal stakeholders to generate optimal trading performance
- Analyzing tick and minute data sets in order to generate new and novel alpha signals
- A live track record within the digital asset space is preferred
- Experience running strategies with Sharpe > 2 and a max draw-down < 10%
- Experience developing and executing fully systematic strategies
- Python, C++ programming ability
If of interest, please reach out! Happy to discuss in further detail!
Please note that this firm offers remote opportunities, and is looking to on-board ASAP.