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Kershner Trading Group - Austin, TX
posted 4 days ago
About the position
Kershner Trading Group, a leading proprietary trading and technology firm with offices in New York, Austin, and Chicago, is seeking Experienced Quantitative Portfolio Managers / Strategists for the U.S. equity market and Crypto currency. Kershner Trading Group 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.
Responsibilities
- Develop new trading strategies for U.S. equities and cryptocurrencies.
- Conduct alpha research and portfolio construction.
- Manage risk and trade execution.
- Deploy and manage trading strategies from inception.
Requirements
- MS or PhD in an Engineering or Pure Science discipline.
- Expertise in alpha research, portfolio construction, risk management, and trade execution.
- Proficiency in programming languages such as Python (preferred), C++, C#, Java, or R.
- Experience in developing profitable systematic trading strategies in U.S. Equities and cryptocurrencies.
- Strong analytical skills and entrepreneurial spirit.
Nice-to-haves
- Experience with intraday strategies and medium to high frequency trading.
- Familiarity with futures, FX, and international equity trading.
Benefits
- Access to rich datasets for research and trading.
- State-of-the-art research environment for machine learning.
- Investment capital and trader coaching/support.
