Requirements: English
Company: Anson McCade
Region: Amsterdam , North Holland
Quantitative Researcher/Trader - Futures/Options/Cash Equities - Chicago/NYC My client is an established quantitative proprietary trading firm operating in the HFT/intraday trading space, with teams globally. The firm is looking for Quantitative Researchers/Traders, particularly those covering Cash Equities/liquid Futures or Options trading who can build and lead a desk and trade their own strategies in return for a % of their PnL. The firm can offer exceptional resources including historical market and alternative datasets, development support, and cutting-edge execution infrastructure, allowing strategies to cover low-latency and intraday/MFT time horizons, while maintaining low costs and a quick time to market. The Role: Building and leading a desk where you will research and trade alphas based on analysis of market or alternative data. Researching and monetizing signals, monitoring performance of models and optimising them where possible. Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use. Requirements: A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc. Coding proficiency in at least one language, such as C++ or Python. At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of strategies. You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.