Kershner Trading Group is a leading proprietary trading and technology firm, headquartered in Austin, Texas, with offices in midtown Manhattan, NY and Chicago, IL. We provide capital and infrastructure to in-house quantitative and discretionary traders. We currently have an opening in our Austin, Texas headquarters (remote work possible depending on experience) for a Quantitative Analyst.
Responsibilities:
- Work with a team of Quantitative Researchers to research trading literature, generate ideas for algorithmic trading strategies, create features, analyze data and create intraday algorithmic trading strategies.
- Provide input to software engineers in order to enhance our backtesting engine and data analysis tools for predictive model analysis.
- Collaborate with the team in order to enhance the trading software, reduce slippage and increase model efficiency.
We are seeking an individual with the following qualifications:
- A passion for analyzing large data sets in order to create high Sharpe ratio algorithmic strategies.
- An interest in creating derivative features based on input features to better extract signals from noisy datasets.
- Programming experience in Python (data science stack).
- Entrepreneurial spirit.
- Knowledge of US stock market preferred.
- An intuition for which features are relevant and for identifying errors in data or strategies.
Preferred Qualifications:
- Experience in C++ and Linux.
- Experience with algorithmic trading.
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