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ETF Quantitative Strategist
Posted on: 13 Aug 2021
New York, New York
Job Description
Overview
GTS is expanding its trading of global ETF Products and looking for quant strategists with proven alpha to join our team. The primary focus of the trading strategies should be ETFs, but all products are available for trading including equities, futures, fixed income, and FX.
Responsibilities
Designing, managing, and running your trading strategies in collaboration with our existing team
Perform your own trading strategy design and research which requires high level development on C++ and Python
Collaborate with the team’s technology and trading experts for production implementation
Work with existing team while contributing own alphas and strategies
Strategy Style:
The trading strategies can be either price making or taking and can be either purely prop or market making in style. Expectation are for higher Sharpe / lower drawdown strategies that perform well on a consistent basis under many market conditions.
Qualifications
Strategy requirements: Min. 1-year track record in production, 3+ Sharpe ratio, no minimum P&L required
Strong programming skills, C++ and Python preferred
3 years in a trading or quantitative research position
Significant experience with alpha generation and portfolio management
Educational background in engineering, math, statistics, finance, or financial engineering
Self-motivated, hard-working, and creative personality
Clear and confident communication skills
Visa sponsorship available for the right candidate.
We are proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.
What We Offer:
A selection of healthcare plans for you and your family, some 100% employer paid; with coverage starting on day one
In-office perks – Free lunch daily and access to a fully stocked pantry (when working in the office).
Casual dress code (when working in the office).
Unsolicited resumes
We do not accept unsolicited headhunter and agency resumes and will not pay fees to any third-party agency or company that does not have a signed agreement with GTS.
Salary
We do not post or share salary ranges externally, any online salary estimates may not be accurate.
Global Trading Systems
New York, New York
GTS is a leading global electronic market maker, powered by combining market expertise with innovative, proprietary technology. As a quantitative trading firm continually building for the future, GTS leverages the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today’s financial markets. GTS accounts for 3-5% of daily cash equities volume in the U.S. and trades over 30,000 different instruments globally, including listed and OTC equities, ETFs, futures, commodities, Fixed Income, foreign exchange, and interest rate products.
GTS is the largest Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $12 trillion of market capitalization. Our workplace of 200 plus employees welcomes people of all backgrounds and experiences, and we take pride in our diverse workforce. We evaluate qualified applicants without regard to race, color, national origin, gender or gender identification, sexual orientation, disability, protected veteran status and statuses protected by law. The GTS culture is collaborative and entrepreneurial and welcomes individuals of all kinds.
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IndustryBanking/Financial Services
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No. of Employees200+
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Website
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Jobs Posted48
