Quantitative Traders

HRG

  • New York City, NY
  • Permanent
  • Full-time
  • 7 days ago
Description:Quantitative Traders/PM’sExpectations:
A track record of developing quantitative strategies with a minimum annual PNL of $2MM USD, Sharpe of 5, and an ROC of
= 75%
Manage all aspects of developing and managing the strategiesRequirements:
  • Bachelor or higher degree in a quantitative discipline (Computer Science, Math, Physics)
  • Strategy with a proven track record of recent and consistent production performance
Please include your strategy performance data and business plan, and recommended metrics.
Description of strategies, strategy history: idea, research, simulation, production.
Recommended metrics:
Capital requirements, leverage, and book size
ROC
Average Daily PNL
Max Drawdown
Sharpe Ratio
Holding Period
Potential Capacity

HRG