Quantitative Researcher Required by Leading High Frequency Trading Prop Company - Chicago


Company:: NJF Search International
Location:: Chicago, IL
Job Type:: Full Time
Category:: Hedge Funds

Yrs of Exp:: 2+ to 5 years
Posted:: 2/12/2013

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Job Description

My client is a globally-positioned, proprietary trading firm on the cutting edge of algorithmic trading. They are a privately funded company and do not rely on outside investors or private equity. With offices in Chicago, London and Singapore, we trade across all major asset classes in the Americas, Europe and Asia. Because of their ongoing commitment to technology and human capital they have become an industry leader, setting the standard for sophisticated trading strategies.

The managing partners are passionate about supporting the exploration of new strategies and concepts throughout the company. They not only encourage new ideas, they expect them. They have more than 250 people with an incredibly diverse set of backgrounds, but collectively share a commitment to innovation and continued success which has recently expanded operations in the UK and Singapore.

Potential candidates will find a group of people committed to intellectual rigor, strong teamwork, and the pursuit of great discoveries. They recognize that to remain successful, it is imperative that they continue to hire and retain exceptional talent. As such, they offer exceptional compensation and benefits packages.

Their office in London is actively looking for an experienced quantitative researcher to join and collaborate extensively with a trading team in London. The individual in this role will conduct research for the purpose of modeling and forecasting financial data in order to build high frequency trading models. The individual in this role will contribute extensively towards developing new trading strategies.

Experience and Skills:

2+ years experience at a high frequency trading desk in a trading-related role is required
PhD in quantitative field is required (EE, math, physics, stats/econometrics, bioimformatics, cs, scientific computing)
Hands on experience in researching and developing high frequency trading strategies is needed; successful trading record is preferred
Strong experience in studying large scale data and building statistical models
Programming skills in researching and developing; proficient in using R/Malab, C++
Significant experience with Python scripting required
Strong quantitative analytic skills with creative and critical thinking ability.
Strong communication skills and team player

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