|Salary/Package:||$200,000 base salary
+High PnL % Pay-out
+Executive package (health, dental, pension etc)
Our client is one of the World’s most recognisable high speed computerized trading hedge funds. Established in the 1990s and employing approximately 500 staff, this firm is recognised as an innovator and a leader in the field of high frequency trading, and trade multiple asset classes on over 100 venues worldwide from New York, London and Singapore offices. They operate a trading team approach with core interests in high performance, high frequency trading and technology, within small but dynamic teams of experts.
- 3+ years of experience as an HFT equities quant researcher.
- All US equities exchanges are relevant.
- Aggressive (liquidity-taking) or passive (liquidity-providing) strategy experience with intraday holding times.
- C++, R, Python on Linux.
- Must sit in Chicago.
- Role is collaborative, wherein the person will contribute via (i) optimization of existing strategies and (ii) ideas for new strategies.
- Create, design and develop superior quantitative trading models using advanced mathematics and statistics.
- Analyze the performance of algorithmic trading models.
- Interpret qualitative insights and feedback to enhance or create new models.
- Use your algorithmic trading models on major electronic exchanges to trade profitably