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.

**Role**

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.

**Responsibilities**

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.

## About Jonathan

Dr Jonathan Kinlay is the Head of Quantitative Trading at Systematic Strategies, LLC, a systematic hedge fund that deploys high frequency trading strategies using news-based algorithms.
Dr Kinlay, was the founder and General Partner of the Caissa Capital hedge fund, whose volatility arbitrage strategies were developed by Dr Kinlay’s investment research firm, Investment Analytics. Caissa, which managed $400M in assets, was ranked by FIMAT as the top performing fund in its class in 2004. Dr Kinlay went on to establish the Proteom Capital, whose statistical arbitrage strategies were based on pattern recognition techniques used in DNA sequencing. Dr Kinlay was formerly Global Head of Model Review at the US investment bank Bear Stearns.
Dr Kinlay holds a PhD in economics and has held positions on the faculty at New York University Stern School of Business, Carnegie Mellon and Reading Universities. Dr Kinlay is a regular conference speaker and writer on investment research, hedge fund investing and quantitative finance. Kinlay was a member of England’s chess team that won gold in the World Student Olympiad in Mexico in 1978. He is the son of Fleet Street editor James Kinlay and father of British actress Antonia Kinlay.