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 have an opening for a Quantitative Analyst to work directly with Portfolio Managers on trading strategies for U.S. equities markets in Chicago, IL or remotely.

Required Skills:

- Coding proficiency in Python, C++, C#, Java, or R

- Background or coursework in math, statistics, or related fields

- Strong interest financial markets and data science

Additional Skills:

- Experience analyzing alternative data sets

- Machine learning knowledge

- Factor/risk exposure analysis

- Experience working in Linux

Key Duties:

The candidate will manage several different projects at once while independently researching new alpha sources and studying factor and risk exposure of current trading strategies. The ability to think creatively is key for the candidate’s success for alpha contribution; strong analytical skills are required for exposure analysis.

Other Responsibilities:

- Matching of trading strategies in live and test environments

- Updating trading strategies for market rule changes

- Improving efficiency of current strategies

- Communicating with technology team to improve existing codebases

The role is initially based in Chicago, IL. Flexible arrangements will be considered after a period of in-person training.