Systematic Trader

Our client is seeking a Systematic Trader to join a multi-asset trading desk in New York.

• Research, develop, and refine systematic trading strategies across multiple asset classes.
• Identify and exploit market inefficiencies through quantitative signal research and portfolio construction techniques.
• Take ownership of live strategy performance, conducting real-time and end-of-day analysis to detect degradation, regime shifts, or anomalous behaviour.
• Investigate and diagnose live trading issues rapidly, escalating or intervening when strategies deviate from expected behaviour.
• Conduct post-trade analysis to continuously improve execution quality and model calibration
• Design and implement risk models appropriate for multi-asset systematic strategies, including factor exposure analysis, drawdown controls, and correlation monitoring.
• Monitor intraday risk limits and take decisive action when thresholds are approached or breached.

• 4+ years of experience in a systematic trading, quantitative research, or closely related role
• BSc, MSc, or PhD in a quantitative or technical discipline (Mathematics, Physics, Computer Science, Engineering or similar).
• Strong proficiency in Python/C++ or similar.
• Deep experience with backtesting, simulation, and statistical validation of systematic strategies
• Experience building or working with live trading monitoring systems and PnL attribution frameworks.
• Strong analytical and mathematical skills with a demonstrable track record of applying them to real trading problems.
• A collaborative team player with experience working across research and development functions.
• A self-starter who identifies opportunities and takes initiative to drive impact.