I am hiring in Chicago for exceptional HF Quant/Traders in Equities, F/X, Futures & Fixed Income. Remuneration for these roles, which will be dependent on qualifications and experience, will be in line with the highest market levels.
Working closely with team members including developers, traders and quantitative researchers, the central focus of the role will be to research and develop high frequency trading strategies in equities, fixed income, foreign exchange and related commodities markets.
The analyst will have responsibility of taking an idea from initial conception through research, testing and implementation. The work will entail:
- Formulation of mathematical and econometric models for market microstructure
- Data collation, normalization and analysis
- Model prototyping and programming
- Strategy development, simulation, back-testing and implementation
- Execution strategy & algorithms
Qualifications & Experience
- Minimum 5 years in quantitative research with a leading proprietary trading firm, hedge fund, or investment bank
- In-depth knowledge of Equities, F/X and/or futures markets, products and operational infrastructure
- High frequency data management & data mining techniques
- Microstructure modeling
- High frequency econometrics (cointegration, VAR,error correction models, GARCH, panel data models, etc.)
- Machine learning, signal processing, state space modeling and pattern recognition
- Trade execution and algorithmic trading
- PhD in Physics/Math/Engineering, Finance/Economics/Statistics
- Expert programming skills in Java, Matlab/Mathematica essential
- Must be US Citizen or Permanent Resident
Send your resume to: jkinlay at systematic-strategies.com.
No recruiters please.