The Emerald Recruiting Group
Managing Director Equities Algo Execution Trader Lead
The Emerald Recruiting Group, New York, New York, us, 10261
A leading
multi-strategy hedge fund
is seeking an
Algo Trader – Team Lead
to oversee the design, development, and execution of high-performance trading strategies across global markets. This is a front-office leadership role for someone who can blend deep quantitative insight with real-time market intuition—and lead a team that lives at the intersection of data, code, and capital.
You’ll drive the evolution of the firm’s
algorithmic trading stack , mentor a group of talented quantitative developers and traders, and collaborate directly with portfolio managers, technologists, and researchers to optimize execution and generate alpha.
What You’ll Do
Lead a team responsible for
algorithmic strategy development, execution, and optimization
across equities.
Oversee
alpha generation, signal testing, model validation, and live deployment
in low- and mid-frequency environments.
Collaborate with
quant researchers, data engineers, and PMs
to design scalable trading models and infrastructure.
Manage
real-time execution, order routing, and risk controls
in live markets.
Continuously monitor strategy performance and market conditions, adjusting algorithms to maintain profitability and minimize slippage.
Guide the
development of execution algorithms
(VWAP, POV, implementation shortfall) and backtesting frameworks.
Partner with technology teams to improve
latency, infrastructure stability, and system monitoring .
Ensure rigorous documentation, performance tracking, and post-trade analytics to support data-driven decision-making.
Recruit, mentor, and develop junior traders and quantitative developers.
What You Bring
7–12+ years
of experience in
algorithmic or systematic trading , ideally in a hedge fund, proprietary trading firm, or bank.
Proven track record leading or contributing to profitable trading strategies across
equities, futures, or FX .
Strong programming skills in
Python, C++, or Java , with experience in data analysis, optimization, and simulation environments.
Deep understanding of
market microstructure, execution dynamics, and order management systems .
Background in
mathematics, computer science, physics, or financial engineering
(advanced degree preferred).
Leadership experience managing teams of traders, quants, or developers in a performance-driven setting.
Ability to balance short-term trading responsiveness with long-term strategic model development.
Entrepreneurial mindset—innovative, detail-oriented, and motivated by measurable results.
Why It’s Worth a Conversation
Leadership seat within a
highly profitable systematic platform
with significant P&L potential.
Autonomy to shape strategy design, tech stack, and team composition.
Direct exposure to
PMs, data science, and trading technology
in a collaborative, elite environment.
Competitive
payout model , strong infrastructure support, and global reach.
Compensation is for Total Comp
#J-18808-Ljbffr
multi-strategy hedge fund
is seeking an
Algo Trader – Team Lead
to oversee the design, development, and execution of high-performance trading strategies across global markets. This is a front-office leadership role for someone who can blend deep quantitative insight with real-time market intuition—and lead a team that lives at the intersection of data, code, and capital.
You’ll drive the evolution of the firm’s
algorithmic trading stack , mentor a group of talented quantitative developers and traders, and collaborate directly with portfolio managers, technologists, and researchers to optimize execution and generate alpha.
What You’ll Do
Lead a team responsible for
algorithmic strategy development, execution, and optimization
across equities.
Oversee
alpha generation, signal testing, model validation, and live deployment
in low- and mid-frequency environments.
Collaborate with
quant researchers, data engineers, and PMs
to design scalable trading models and infrastructure.
Manage
real-time execution, order routing, and risk controls
in live markets.
Continuously monitor strategy performance and market conditions, adjusting algorithms to maintain profitability and minimize slippage.
Guide the
development of execution algorithms
(VWAP, POV, implementation shortfall) and backtesting frameworks.
Partner with technology teams to improve
latency, infrastructure stability, and system monitoring .
Ensure rigorous documentation, performance tracking, and post-trade analytics to support data-driven decision-making.
Recruit, mentor, and develop junior traders and quantitative developers.
What You Bring
7–12+ years
of experience in
algorithmic or systematic trading , ideally in a hedge fund, proprietary trading firm, or bank.
Proven track record leading or contributing to profitable trading strategies across
equities, futures, or FX .
Strong programming skills in
Python, C++, or Java , with experience in data analysis, optimization, and simulation environments.
Deep understanding of
market microstructure, execution dynamics, and order management systems .
Background in
mathematics, computer science, physics, or financial engineering
(advanced degree preferred).
Leadership experience managing teams of traders, quants, or developers in a performance-driven setting.
Ability to balance short-term trading responsiveness with long-term strategic model development.
Entrepreneurial mindset—innovative, detail-oriented, and motivated by measurable results.
Why It’s Worth a Conversation
Leadership seat within a
highly profitable systematic platform
with significant P&L potential.
Autonomy to shape strategy design, tech stack, and team composition.
Direct exposure to
PMs, data science, and trading technology
in a collaborative, elite environment.
Competitive
payout model , strong infrastructure support, and global reach.
Compensation is for Total Comp
#J-18808-Ljbffr