Experienced Quantitative Portfolio Manager or Strategist

About the role

Kershner Trading Group and SMB Capital are seeking Experienced Quantitative Portfolio Managers / Strategists for the U.S. equity market and crypto currency. This is a collaborative research environment offering a cutting-edge data platform, high-performance research and trading infrastructure, investment capital, and trader coaching/support.

Responsibilities

• Develop and optimize new trading strategies using advanced analytics and machine learning techniques.
• Utilize rich datasets including tick data, fundamental datasets, sentiment analysis, and alternative datasets for research and development.
• Collaborate with a team to build and deploy trading strategies from concept to production, managing all aspects of strategy deployment and optimization.
• Contribute to the firm's cutting-edge research environment, which includes integrated simulation and production environments with co-located execution engines and advanced risk management tools.
• Manage and monitor trading strategies, ensuring compliance with regulatory requirements and risk management policies.

Requirements

• A Master’s or PhD in an Engineering or Pure Science discipline with expertise in alpha research, portfolio construction, risk management, and trade execution.
• Relevant quantitative skills such as Artificial Intelligence, Machine Learning, Natural Language Processing, Portfolio Optimization, Linear Programming, Time Series Prediction, Factor Analysis, and Fundamental Equity Valuation.
• Proficiency in one of the following programming languages: Python (preferred), C++, C#, Java, or R.
• A recent track record or direct contribution to profitable systematic trading strategies or processes in U.S. equities and cryptos, with a preference for intraday strategies and medium to high-frequency trading.
• Experience with futures, foreign exchange (FX), and international equity trading is a plus.

Qualifications

• Strong analytical and problem-solving skills.
• Excellent communication and collaboration abilities.
• Ability to work independently and as part of a team.
• Passion for quantitative finance and a commitment to continuous learning.

Skills

• Quantitative research and modeling skills.
• Data analysis and interpretation skills.
• Programming and software development skills.
• Strategic thinking and decision-making skills.
• Knowledge of financial markets and trading practices.

Benefits

• Competitive compensation package.
• Flexible working arrangements, including remote work options.
• Opportunities for professional growth and development.
• Access to state-of-the-art research and trading infrastructure.
• Collaborative and supportive work environment.

Pay

Compensation is competitive and commensurate with experience.

Schedule

The schedule is flexible and can accommodate both full-time and remote work options.