£200,000 - 400,000 GBP

sign-on and end-of-year bonuses

Onsite WORKING

Location: Chicago, Illinois - United States Type: Permanent

Quant Researcher, HFT Equities/Futures - NYC/Chicago

Anson McCade have partnered with a renowned proprietary trading firm which engages in market making and position-taking strategies across liquid Equities, Futures, and Options markets. The firm has a flat, collaborative and open environment, where Quantitative Researchers carry out full-stack research from preprocessing data and feature engineering through to strategy implementation and monitoring in live trading.

They have a mandate to hire Quantitative Researchers in either New York and Chicago, and have particular interest in Quants with experience researching ultra-low latency or co-located strategies through to models with intraday/daily trading horizons.

The Role:

• Design, engineer and implement research and trading software for electronic trading
• Cover additional functions such as strategy optimization, post-trade analytics and PnL attribution.
• Use advanced research techniques to develop trading models.
• Peer-review the research of other quantitatives at the firm and collaborate with development specialists on the implementation and optimisation of alphas.

Requirements:

• An advanced degree, such as a Master of Science or PhD from a top university in a STEM field of study.
• Advanced coding proficiency in Python, in addition to familiarity and willingness to learn C++.
• Prior experience within Quantitative Research for electronic trading is highly beneficial.