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 currently have an opening in our Austin, Texas headquarters (remote work possible depending on experience) for a Quantitative Analyst. Responsibilities: * Work with a team of Quantitative Researchers to research trading literature, generate ideas for algorithmic trading strategies, create features, analyze data and create intraday algorithmic trading strategies * Provide input to software engineers in order to enhance our backtesting engine and data analysis tools for predictive model analysis * Collaborate with the team in order to enhance the trading software, reduce slippage and increase model efficiency We are seeking an individual with the following qualifications: * A passion for analyzing large data sets in order to create high Sharpe ratio algorithmic strategies * An interest in creating derivative features based on input features to better extract signals from noisy datasets * Programming experience in Python (data science stack) * Entrepreneurial spirit * Knowledge of US stock market preferred * An intuition for which for which features are relevant and for identifying errors in data or strategies Preferred Qualifications * Experience in C++ and Linux * Experience with algorithmic trading