Researching and implementing trading signals for global cash equities that can be traded in a systematic portfolio.
Identifying and collecting market data required for alpha generation; forming and testing investment hypotheses; implementing trading signals in an automated production processes.
Participating in collaborative portfolio management, including signal aggregation, portfolio optimization, transaction cost management, risk targeting and risk exposure management.
Monitoring the performance of trading models and analyzing signal and return attribution as requested by management.
Interacting with other departments – technology, operations, trading, marketing and accounting – to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately.
Regularly presenting findings and ideas to management and investment committee.
5+ years of experience in systematic equities trading with demonstrable success generating significant returns and achieving a high sharpe ratio.
Substantial responsibility developing and implementing a broad variety of alpha signals and managing a sizable trading portfolio.
Advanced programming experience in languages suited for quantitative modeling