Kershner Trading Group is a leading proprietary trading and technology firm, headquartered in Austin, Texas, with offices in midtown Manhattan, NY and Chicago, IL. We provide capital and infrastructure to in-house quantitative and discretionary traders. We currently have an opening in our Austin, Texas headquarters (remote work possible depending on experience) for a Quantitative Analyst.

Responsibilities:

Work with a team of Quantitative Researchers to research trading literature, generate ideas for algorithmic trading strategies, create features, analyze data and create intraday algorithmic trading strategies
Provide input to software engineers in order to enhance our backtesting engine and data analysis tools for predictive model analysis
Collaborate with the team in order to enhance the trading software, reduce slippage and increase model efficiency

We are seeking an individual with the following qualifications:

A passion for analyzing large data sets in order to create high Sharpe ratio algorithmic strategies
An interest in creating derivative features based on input features to better extract signals from noisy datasets
Programming experience in Python (data science stack)
Entrepreneurial spirit
Knowledge of US stock market preferred
An intuition for which for which features are relevant and for identifying errors in data or strategies

Preferred Qualifications

Experience in C++ and Linux
Experience with algorithmic trading