Manager of CTA Intraday Monetization (Quantitative Trading)

Location: New York, New York, United States

Minimum base salary: $275,000 per year, plus potential benefits and 401(k) contributions.

Company

Investment management firm developing quantitative and systematic investment strategies across futures, FX, and other asset classes.

What you will do

• Formulate mathematical models and objective functions for quantitative investment strategies.
• Manage the implementation, analysis, and improvement of systematic trading strategies using KDB/Q and Python.
• Direct algorithms for optimization problems and guide the application of regression, machine learning, and statistical inference.
• Lead market-impact modeling and trading-cost control for systematic futures and FX strategies.
• Develop and present new trading ideas, investigate statistical effects, and implement strategies to monetize validated signals.
• Manage simulation and live-trading validation, data processing, automation, and application development using Python and Shell scripts.

Requirements

• Master’s degree in Business Analytics, Mathematical Finance, Financial Engineering, or a related field.
• At least 3 years of experience in the position offered or as a Quantitative Researcher.
• Experience applying quantitative research, statistical modeling, machine learning, predictive analytics, and large-scale data analysis.
• Programming experience with Python and KDB/Q for analytical applications, data pipelines, and automation tools.
• Experience with Bayesian models, Monte Carlo simulations, forecasting, scenario analysis, hypothesis testing, and alternative data.
• Experience building AI-powered research systems, autonomous and multi-agent frameworks, cloud data pipelines, and LLM applications using ChatGPT, Gemini, and LangChain.

Culture & Benefits

• Potential health, dental, and other wellness benefits.
• Potential 401(k) contributions.
• Compensation and benefits are determined based on multiple factors.