K-Hawk Capital
Systematic Portfolio Manager (New York)
K-Hawk Capital, New York, New York, United States, 10261
Overview
K-Hawk Capital is a systematic, medium-frequency hedge fund focused on developing and
deploying proprietary, data-driven strategies across global markets. The firm combines
quantitative research, statistical modeling, and advanced technology to generate consistent
alpha and maintain a competitive edge in modern market environments.
We are seeking an accomplished Quantitative Trader to join our trading team. The ideal
candidate will possess deep expertise in intraday or medium-frequency trading and a
proven track record of developing or executing high Sharpe (3.0+) strategies across
options, futures, or equities markets.
Key Responsibilities Research, develop, and manage systematic trading strategies within a medium-frequency or intraday framework. Monitor and optimize strategy performance, including risk, execution efficiency, and capital utilization. Collaborate with quantitative researchers, developers, and risk teams to enhance trading infrastructure and analytical tools. Conduct statistical and performance analyses to identify market inefficiencies and opportunities.
Qualifications Demonstrated experience with intraday or medium-frequency trading strategies. Proven record of achieving or contributing to Sharpe ratios of 3.0 or higher. Strong understanding of Options, Futures or Equities Advanced proficiency in a programming language such as Python or C++. Excellent analytical, quantitative, and problem-solving skills. Bachelors, Masters, or PhD in a STEM field (e.g., Mathematics, Physics, Engineering, Computer Science, or related discipline).
Ideal Candidate Profile The successful candidate will demonstrate exceptional quantitative ability, disciplined risk management, and a passion for markets and technology. They will be comfortable operating in a fast-paced, performance-driven environment and eager to contribute to the continued growth of K-Hawk Capitals systematic trading platform.
Key Responsibilities Research, develop, and manage systematic trading strategies within a medium-frequency or intraday framework. Monitor and optimize strategy performance, including risk, execution efficiency, and capital utilization. Collaborate with quantitative researchers, developers, and risk teams to enhance trading infrastructure and analytical tools. Conduct statistical and performance analyses to identify market inefficiencies and opportunities.
Qualifications Demonstrated experience with intraday or medium-frequency trading strategies. Proven record of achieving or contributing to Sharpe ratios of 3.0 or higher. Strong understanding of Options, Futures or Equities Advanced proficiency in a programming language such as Python or C++. Excellent analytical, quantitative, and problem-solving skills. Bachelors, Masters, or PhD in a STEM field (e.g., Mathematics, Physics, Engineering, Computer Science, or related discipline).
Ideal Candidate Profile The successful candidate will demonstrate exceptional quantitative ability, disciplined risk management, and a passion for markets and technology. They will be comfortable operating in a fast-paced, performance-driven environment and eager to contribute to the continued growth of K-Hawk Capitals systematic trading platform.