Quantitative Trader/ Portfolio Manager - Futures & FX

About the Role

Quantitative Trader / Portfolio Manager will be responsible in designing, developing and managing profitable systematic trading strategies in Futures and Foreign Exchange (FX). The candidate is expected to perform its own trading strategy design and research. As such, the role requires high level development in C++ and Python. We expect the candidate to collaborate with the team's technology and trading experts for production implementation. The strategist will have the opportunity to deploy its trading strategy with limited infrastructure build time by leveraging an existing successful technology and research platform. The strategies would be both in the high and mid frequency space (Sharpe 2+).

GTS is a collection of financial services companies spanning a wide array of asset classes and investment approaches, all powered by the combination of market expertise with innovative, proprietary technology. With roots as a quantitative trading firm continually building for the future, the GTS family of companies are able to leverage the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today's financial markets. GTS's electronic market maker GTS Securities accounts for 3-5% of daily cash equities volume in the U.S. and is a leading Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $13 trillion of market capitalization.

Responsibilities

• Successfully Trade in the futures and FX space, both in the high and mid frequency space (Sharpe 2+).

Qualifications

• A deployable profitable trading strategy in FX or futures markets
• Asset Classes: OTC FX including EM and NDFs, Precious Metals, Global Futures
• Minimum 2 years of experience as Systematic Trader with a verifiable 2+ year track record as a Portfolio Manager or Proprietary Trader
• Excellent Return on Capital (ROC)
• Programming skills in Python/C++
• Experience at a proprietary trading firm, hedge fund or bank
• B.S., M.S. or PhD in engineering, mathematics, physics, statistics, computer science

Benefits

• Core Benefits: Medical, Dental, and Vision coverage with generous employer contribution for employees and dependents. 401k match.
• Perks: Daily Meal Allowance, Equinox Corporate Membership Rate, Snacks, Office Game Room, Casual Dress.
• Hybrid Work Policy: 4 Days a Week in office, Fridays can be worked from home

Pay

In accordance with New York City's Pay Transparency Law, the base salary range for this role is $125,000 to $225,000. Base salary does not include other forms of compensation or benefits.