Kershner Trading
Experienced Quantitative Portfolio Manager or Strategist
Kershner Trading, New York, New York, us, 10261
Kershner Trading Group and SMB Capital, a joint venture of leading proprietary trading and technology firms with offices in New York, Austin, and Chicago, are seeking Experienced Quantitative Portfolio Managers / Strategists for the U.S. equity market and Crypto currency.
Kershner Trading Group / SMB Capital is a collaborative research environment and is seeking individuals with a strong entrepreneurial spirit, exceptional work ethic, and strong analytical skills to develop new trading strategies. The firm provides a cutting-edge data platform, high-performance elastic research and trading infrastructure, investment capital and trader coaching/support. We provide access to rich datasets (e.g., tick data, fundamental datasets, sentiment and other alternative datasets), a state-of-the-art research environment ideal for machine learning, integrated simulation and production environments with co-located execution engines and advanced risk management and monitoring tools.
Ideal candidates will have an MS or PhD in an Engineering or Pure Science discipline with expertise in alpha research, portfolio construction, risk management and trade execution. Relevant quantitative skill sets include:
Artificial Intelligence
Machine Learning
Natural Language Processing
Portfolio Optimization
Linear Programming
Time Series Prediction
Factor Analysis
Fundamental Equity Valuation
Candidates should have a proficiency in one of the following programming languages: Python (preferred) and/or C++, C#, Java or R. Candidates should have recent track record or demonstrate a direct contribution to profitable systematic trading strategies or processes in U.S. Equities and cryptos. Intraday strategies and medium to high frequency are preferred. Experience with futures, FX and international equity trading is also a plus. Candidates should have the ability to deploy and manage trading strategies from inception.
Opportunities are available in the NewYork office with some options available for remote teams and team members.
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Kershner Trading Group / SMB Capital is a collaborative research environment and is seeking individuals with a strong entrepreneurial spirit, exceptional work ethic, and strong analytical skills to develop new trading strategies. The firm provides a cutting-edge data platform, high-performance elastic research and trading infrastructure, investment capital and trader coaching/support. We provide access to rich datasets (e.g., tick data, fundamental datasets, sentiment and other alternative datasets), a state-of-the-art research environment ideal for machine learning, integrated simulation and production environments with co-located execution engines and advanced risk management and monitoring tools.
Ideal candidates will have an MS or PhD in an Engineering or Pure Science discipline with expertise in alpha research, portfolio construction, risk management and trade execution. Relevant quantitative skill sets include:
Artificial Intelligence
Machine Learning
Natural Language Processing
Portfolio Optimization
Linear Programming
Time Series Prediction
Factor Analysis
Fundamental Equity Valuation
Candidates should have a proficiency in one of the following programming languages: Python (preferred) and/or C++, C#, Java or R. Candidates should have recent track record or demonstrate a direct contribution to profitable systematic trading strategies or processes in U.S. Equities and cryptos. Intraday strategies and medium to high frequency are preferred. Experience with futures, FX and international equity trading is also a plus. Candidates should have the ability to deploy and manage trading strategies from inception.
Opportunities are available in the NewYork office with some options available for remote teams and team members.
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