Systematic Trader

Role Overview

In a fast-paced quantitative trading environment, being immediately alert and having strong system intuition along with prompt decision-making skills for automated strategies and platform irregularities is essential. As a vital member of the team, you will act as the frontline defense against live risk, overseeing the automated trading engines in real time while executing emergency interventions as needed. You will be responsible for execution quality and operational risk management, though you will not be required to develop core trading models or infrastructure. A deep understanding of trading system architecture and business processes is crucial. Python analytics will be utilized to verify system responses during anomalies and specify tool upgrades in collaboration with Quant and Tech teams. You hold full autonomous authority, including the use of kill-switches and liquidation, to manage system anomalies with complete accountability for profit and loss and risk results.

Key Responsibilities

• Manage real-time oversight of the firm's automated trading strategies by monitoring performance, positions, and system health to identify and resolve anomalies before escalation. Act as the primary defense for live trading issues, providing clear and actionable communication to research and engineering teams.
• Facilitate trading desk operations by handling intraday broker and exchange communications, coordinating change approvals, and executing deployments to ensure uninterrupted trading.
• Take autonomous control during significant system failures by making and implementing critical intervention decisions, bearing full responsibility for their financial and risk consequences.
• Lead continuous improvement efforts for the trading and monitoring platform by driving enhancement projects informed by incident reviews and persistent issues, coordinating with engineering on specifications and delivery.
• Employ expert knowledge of global equity market microstructures to cooperate with Prime Brokers, Executing Brokers, and Exchanges during outages or rule changes.

Qualifications and Experience

• Minimum of 5 years managing live systematic or quantitative trading desks in global equities at premier quantitative hedge funds, proprietary trading firms, or sell-side prime brokerage electronic trading risk desks.
• Advanced understanding of quantitative trading system architecture, order execution lifecycles, FIX protocol including tag-level parsing and order states, and operational business workflows with strong intuitive system insight.
• Expertise in global equity market microstructures, including direct feeds versus SIP, dark pools and ATS, order types, fee structures, volatility halts (LULD), and market access regulation across regions.
• Proven capability to make immediate autonomous decisions under pressure, especially regarding kill/no-kill interventions, with full accountability for financial and risk outcomes.
• Skilled in Linux/UNIX environments and proficient in Python for log parsing and anomaly analysis, with hands-on experience managing live deployments and change controls.
• Fluent in English, both written and spoken, to effectively communicate with global teams, prime brokerage risk desks, and international exchanges.