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Looking for an experienced Quantitative Execution Trader Manager to lead execution within a dedicated equity statistical arbitrage pod. This is a high-impact role focused on managing and improving execution alpha, designing and deploying trading signals into scalable execution strategies, and working closely with the PM, researchers, and quant developers. The ideal candidate will have strong experience in US and/or global equities, deep knowledge of market microstructure, and proven ability to lead execution within a stat arb or short-horizon trading strategy environment.
 
QUALIFICATIIONS
  • Bachelor’s or higher in a quantitative or technical field (e.g., Math, Physics, Engineering, Computer Science).
  • 5+ years in quantitative execution trading, preferably in equity stat arb or short-term alpha strategies.
  • Proven track record managing or mentoring a trading | execution team within a pod or PM-led structure.
  • Strong Python and SQL skills; C++ or low-latency infrastructure exposure is a plus.
  • Hands-on experience with execution algos, EMS platforms (e.g., FlexTrade, Portware), and market data tools.
  • Deep familiarity with U.S. equity market microstructure, including dark pools, lit venues, auction mechanisms, and smart routing.
  • Entrepreneurial mindset, real-time decision-making ability, and exceptional communication skills to interface with PMs, quants, and operations.
  • Experience within a multi-manager pod-based hedge fund.
  • Prior work in latency-sensitive or machine learning-driven execution strategies.
  • Exposure to global equities beyond U.S. (Europe | APAC).
  • Familiarity with internal backtesting frameworks and execution simulation tools.
 
This role will sit ONSITE out of the New York, NY office.  Total Compensation up to $1,000,000.
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