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Employment Opportunities >> Jobs >> Systematic Portfolio Manager/Trader - New York, NY
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1283529714

Message started by KineticTrading on 09/03/10 at 17:01:54

Title: Systematic Portfolio Manager/Trader - New York, NY
Post by KineticTrading on 09/03/10 at 17:01:54

Kinetic Trading (http://kinetictradingllc.com), a well-backed (http://iaventurepartners.com) early-stage trading firm is looking for an experienced portfolio manager with a strong track record (4+ years) to manage risk and optimize profits across a data-driven portfolio of systematic strategies. The successful candidate will have a strong quantitative background and experience across multiple asset classes, including equities and options. He or she should have strong knowledge of the US exchanges and alternative liquidity pools, as well as the market dynamics and macro indicators that impact entry-and-exit of portfolio positions.

Required skills:

Strong understanding of market dynamics and market microstructure
Strong intuition regarding the use of market and macro indicators as potential risk factors
Ability to produce quantitatively rigorous frameworks for optimizing risk across a portfolio of strategies
Ability to effectively communicate investment hypotheses to a technical audience
Proficiency in R, MATLAB, or other statistical programming languages
Proficiency in UNIX/Linux

Required experience:

4+ years building and/or managing systematic strategies in excess of $50M
A consistent, verifiable track record with limited drawdowns (less than 10% peak to trough), and Sharpe of > 2
Experience working with large sets of time-series data
Strong experience in tactical asset allocation
Advanced degree in Mathematics or Computer Science

Generous compensation: Salary + % of P&L

Contact: pm-jobs@kinetictraddingllc.com

For more information, read Roger Ehrenberg's post at: http://bit.ly/SpecialOpportunity

Full job spec available at: http://bit.ly/KineticPMT