Requirements: English
Company: Anson McCade
Region: Amsterdam Metropolitan Area ,
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.