Jobs · Finance · New York

Experienced Quantitative Portfolio Manager or Strategist NY

Kershner Trading Group · New York, NY · 1 mo ago
FinanceFull-time

About the role

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 cryptocurrency. The firm offers a collaborative research environment, cutting‑edge data platforms, high‑performance elastic research and trading infrastructure, investment capital, and trader coaching/support. Candidates will have access to rich datasets (tick data, fundamental data, 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 and implement new systematic trading strategies for U.S. equities and crypto assets.
  • Conduct alpha research, portfolio construction, risk management, and trade execution.
  • Deploy and manage trading strategies from inception through production.
  • Utilize the firm’s data platform and research environment to perform machine‑learning‑driven analysis.
  • Collaborate with trader coaching and support teams to refine and scale strategies.
  • Work on intraday, medium‑frequency, and high‑frequency strategies; futures, FX, and international equity experience is a plus.

Requirements

  • MS or PhD in Engineering, Pure Science, or a related quantitative discipline.
  • Demonstrated recent track record or direct contribution to profitable systematic trading strategies in U.S. equities and/or cryptocurrencies.
  • Strong analytical skills, entrepreneurial spirit, and exceptional work ethic.
  • Ability to work independently and as part of a collaborative research team.

Skills

  • Artificial Intelligence, Machine Learning, Natural Language Processing.
  • Portfolio Optimization, Linear Programming, Time‑Series Prediction, Factor Analysis, Fundamental Equity Valuation.
  • Proficiency in Python (preferred) and/or C++, C#, Java, or R.

Opportunities are primarily based in the New York office, with some options available for remote team members.

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