Portfolio Manager, High Frequency Trading (HFT) – U.S. Equities (Remote)

About the role

Develop, deploy, and manage high-frequency systematic strategies in U.S. equities, generating risk-adjusted returns while adhering to portfolio and firm risk limits. Conduct quantitative research, monitor live performance, and collaborate with researchers and engineers to improve signals, execution, latency, and strategy scalability. Requires at least five years of successful systematic or high-frequency strategy management, a demonstrated live U.S. equities alpha track record, and deep knowledge of market microstructure and electronic execution. Candidates need strong programming and quantitative modeling skills, experience with large-scale market data and low-latency environments, and disciplined risk management; a quantitative master's or PhD is preferred.