The opportunity is with a global quantitative trading firm from Chicago that runs High Frequency, Statistical Arbitrage & Systematic Macro strategies. As a Quantitative Researcher, the role will require you to work on all aspects of our research and low-latency trading. You will actively contribute to research and development of new alphas and contribute to the team's trading performance in addition to optimising existing trading signals.
- 3+ years' experience as a Quantitative Researcher with a buy-side fund preferably in HFT
- Applied C++, Python and Machine Learning experience
- Excellent academic record in a subject with a strong computational/Math emphasis (e.g. Data Science, engineering, physics, etc.) from a world-renowned university
Should the opportunity be of interest, please reach out to me on