Manager of CTA Intraday Monetization

Squarepoint Services US LLC seeks a Manager of CTA Intraday Monetization for its New York, New York location.

 

We are looking for a Manager of CTA Intraday Monetization who, on behalf of an investment management firm, will oversee and manage the formulation of mathematical models for investment strategies based on independent quantitative analysis, performing the following duties:

• Identify suitable objective functions for fitting parameters to enhance trading strategies.
• Manage the implementation and improvement of trading strategies; analyze existing strategy behavior and propose and implement improvements using KDB/Q and Python.
• Direct the implementation and use of computer algorithms to solve resulting optimization problems.
• Guide and direct team in employing mathematical models and statistical techniques, including regression analysis, machine learning algorithms, and statistical inference, and apply financial knowledge and computer skills to enhance investment strategies for futures and other asset classes.
• Lead the modeling and analysis market impact and control trading costs of systematic futures and FX trading strategies based on knowledge of market structure.
• Lead new trading ideas pitches to senior management.
• Lead sophisticated analyses to reveal previous