Proprietory Trader (Quant/Systematic Equities) - DTG Capital Markets
Build Alpha. Trade Capital. Own Results.
We are seeking Proprietary Quant Traders with experience developing and trading intraday or mid-frequency US equities strategies . This is a front-office role focused on alpha generation, portfolio construction, and live strategy trading/management.
The successful candidate will have a demonstrated experience in research, deployment, and scaling profitable quantitative trading strategies while operating in a disciplined risk management framework.
Key Responsibilities
✔ Research and develop systematic alpha signals and trading strategie
✔ Design, backtest, and deploy quantitative models across US equitie
✔ Manage live trading strategies and monitor performance
✔ Optimize portfolio construction, risk allocation, and execution
✔ Analyze transaction costs, liquidity, and market microstructure
✔ Collaborate with technology and data teams to improve research and trading infrastructure
Ideal Candidate
• Proven experience trading systematic US equities strategies
• Demonstrated track record of generating risk-adjusted returns
• Strong quantitative, statistical, and analytical skills
• Deep understanding of portfolio construction and risk management
• Experience taking strategies from idea generation through production deployment
• Ability to operate independently and drive research initiatives
Technical Skills/Requirements
• Python
• Quantitative research and backtesting frameworks
Data analysis and statistical modeling
Preferred
• C++
• Machine learning techniques
• Alternative data research
What You'll Get
• Access to institutional-grade data, ultra latent technology, and execution infrastructure
• Significant autonomy to develop and trade your own ideas
• VERY competitive terms: high payout (paid quarterly), no restrictions/ no non-compete, 100% remote, sizable capital allocations (100-500M GMV)
We are seeking Proprietary Quant Traders with experience developing and trading intraday or mid-frequency US equities strategies . This is a front-office role focused on alpha generation, portfolio construction, and live strategy trading/management.
The successful candidate will have a demonstrated experience in research, deployment, and scaling profitable quantitative trading strategies while operating in a disciplined risk management framework.
Key Responsibilities
✔ Research and develop systematic alpha signals and trading strategie
✔ Design, backtest, and deploy quantitative models across US equitie
✔ Manage live trading strategies and monitor performance
✔ Optimize portfolio construction, risk allocation, and execution
✔ Analyze transaction costs, liquidity, and market microstructure
✔ Collaborate with technology and data teams to improve research and trading infrastructure
Ideal Candidate
• Proven experience trading systematic US equities strategies
• Demonstrated track record of generating risk-adjusted returns
• Strong quantitative, statistical, and analytical skills
• Deep understanding of portfolio construction and risk management
• Experience taking strategies from idea generation through production deployment
• Ability to operate independently and drive research initiatives
Technical Skills/Requirements
• Python
• Quantitative research and backtesting frameworks
Data analysis and statistical modeling
Preferred
• C++
• Machine learning techniques
• Alternative data research
What You'll Get
• Access to institutional-grade data, ultra latent technology, and execution infrastructure
• Significant autonomy to develop and trade your own ideas
• VERY competitive terms: high payout (paid quarterly), no restrictions/ no non-compete, 100% remote, sizable capital allocations (100-500M GMV)