Experienced Quantitative Portfolio Managers / Strategists for the U.S. equity market and Crypto currency. Ideal candidates will have an MS or PhD in an Engineering or Pure Science discipline with expertise in alpha research, portfolio construction, risk management and trade execution. Relevant quantitative skill sets include Artificial Intelligence, Machine Learning, Natural Language Processing, Portfolio Optimization, Linear Programming, Time Series Prediction, Factor Analysis and/or Fundamental Equity Valuation. Candidates should have a proficiency in one of the following programming languages: Python (preferred) and/or C++, C#, Java or R. Candidate should have recent track record or demonstrate a direct contribution to profitable systematic trading strategies or process in U.S. Equities and cryptos. Intraday strategies and medium to high frequency are preferred. Experience with futures, FX and international equity trading is also a plus. Candidates should have the ability to deploy and manage trading strategies from inception. Opportunities are available in the New York office with some options available for remote teams and team members.