|Salary/Package:||Salary, High % Formula, high % team formula ++++|
|Location:||Chicago, New York, London or Singapore|
Exclusive Mandate! Can be based in New York, Chicago, London or Singapore
This company is a multi-award-winning algorithmic proprietary trading firm, with a particular specialism in FX. They unite talented individuals with innovative technology and robust risk management to identify trading opportunities within the global marketplace. They are a premier trading firm with varied investment approaches in diverse asset classes.
The company is looking for a driven, talented and experienced Global Head of Futures Trading to spearhead the firms’ strategic growth and Global expansion in the Futures markets. Our ideal candidate has a competitive fire, an entrepreneurial spirit, and verifiable track record. Candidates must have a demonstrable record of building and running high-Sharpe quantitative model-based trading systems and teams. The candidate will have myriad responsibilities including, but not limited to identifying, attracting, recruiting and managing World-class Traders, Quants and Technologists. Develop algorithmic trading strategies (hands-on) within a collaborative, team environment, and have input on global operations.
- Leading and growing elite Quantitative Trading Teams. Lead from the front.
- Designing, building, testing and implementing new high-Sharpe, automated Futures trading strategies (High Frequency to Intraday)
- Developing and Implementing new statistical models
- Maintaining a framework for back-testing and reporting trading strategies
- Designing, implementing, and deploying new trading algorithms
- Exploring new trading ideas by analysing data and market structure for patterns
- Creating tools to interpret data for models Contributing to libraries of analytical computations to support data analysis and trading
- Developing, augmenting, and calibrating exchange simulators
- Mentor, develop and grow your teams’ expertise
- As the business grows to hire and train further exceptional talent to support the business
- Work closely with the executive team to effectively manage risk, cost and IT.
The ideal candidate will have
- BSc, MSc or PhD in Mathematics, Statistics, Computer science, Engineering or a related field
- Three-year verifiable track record
- Superior Statistical and Probability practitioner
- Strong commercial experience in Quantitative Futures trading.
- Possess a complete understanding of the alpha research and development process
- Implemented models with high Sharpe into production with significant financial allocation
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a significant amount of data/tick data
- Substantial expertise in signal generation and statistical models
- The ability to think rigorously and independently
- Brilliant problem-solving skills
- Buy-side or Proprietary experience preferred
- Outstanding Leadership, mentoring and high growth experience
The company has a distinctive culture that is meritocratic, challenging, innovative and intense. We define success by the quality of return we deliver. The talent, passion and vision of our employees constitute the engine that drives the company’s evolution. Together we share a standard set of values rooted in integrity, entrepreneurial flair and professional excellence. Consequently, the atmosphere is both collaborative and dynamic, while offering considerable potential for rapid individual advancement.