Onyx Alpha Partners · 4 hours ago
Senior Quantitative Researcher / PM – Intraday Futures
NYC Metro Area
Full-time
Onsite
Senior Level
$250K/yr - $375K/yrOnyx Alpha Partners is a technology-led prop trading firm seeking a Senior Quantitative Researcher / PM for their Intraday & Multi-Day Futures vertical. The role focuses on building a diversified portfolio of uncorrelated strategies with short holding periods, while addressing challenges related to alpha decay, execution sensitivity, and portfolio orthogonality.
Staffing & Recruiting
Hiring Manager
Theodore Morapedi
Responsibilities
Build a diversified portfolio of uncorrelated strategies (Mean Reversion, Short-Term Trend) with holding periods ranging from 15 minutes to 3 days
Automate the retraining and refreshing of models to ensure signals remain robust in changing volatility regimes
Bake transaction cost and market impact modeling (TCA) directly into the alpha generation layer
Construct a portfolio where the multi-day trend signals effectively hedge the risk of the intraday mean-reversion signals
Qualification
Required
Experience in systematic trading strategies, particularly in intraday and multi-day futures
Ability to build a diversified portfolio of uncorrelated strategies (Mean Reversion, Short-Term Trend) with holding periods ranging from 15 minutes to 3 days
Experience in automating the retraining and refreshing of models to ensure signals remain robust in changing volatility regimes
Knowledge of transaction cost and market impact modeling (TCA) integrated into the alpha generation layer
Ability to construct a portfolio where multi-day trend signals effectively hedge the risk of intraday mean-reversion signals
Strong understanding of Sharpe ratios and a focus on avoiding deep drawdowns
Proficiency in Python and C++ programming languages
Experience treating the trading system as a single organism, integrating execution logic with prediction models
Preferred
Preference for non-compete agreements of ≤12 months; buyouts considered for exceptional profiles
Company
Onyx Alpha Partners
Onyx Alpha Partners is an executive recruitment firm specializing in quantitative strategies.
Founded in 2023
2-10 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase