Manager of CTA Intraday Monetization
Core
Formulate mathematical models for investment strategies based on independent quantitative analysis to enhance trading strategies for futures and other asset classes.
Role type
Manager of quantitative research and strategy implementation
Builds
Systematic futures and FX trading strategies
Domain
Financial services / Quantitative finance
Deliverable
production ML models
Required skills
Python, KDB/Q, statistical modeling, machine learning, regression analysis, Bayesian modeling, Monte Carlo simulations, cloud-based data pipelines, LLMs (ChatGPT, Gemini, LangChain), alternative data analysis
Preferred skills
None stated
Technologies
Python, KDB/Q, Shell scripts, LLMs (ChatGPT, Gemini, LangChain)
Responsibilities
Identify objective functions for fitting parameters to enhance trading strategies; manage implementation and improvement of trading strategies; direct use of computer algorithms for optimization; guide team in employing mathematical models and statistical techniques; lead modeling of market impact and control of trading costs; lead new trading ideas pitches; lead sophisticated analyses to reveal statistical effects; manage testing and validation of simulation and live trading applications; oversee application development for data processing automation
Seniority
Manager, hands-on IC with team leadership
