Quantitative Traders
Quantitative Traders, Formulaic Payout
NYC or Remote PnL based payoutDescription:
Quantitative Traders/PM’s
Expectations:
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 strategies
Requirements:
• 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