Jkbarnes
Lead Quantitative Researcher – HFT Prop-Firm
Jkbarnes, Chicago, Illinois, United States, 60290
Lead Quantitative Researcher – HFT Prop-Firm
Amsterdam/Chicago Our client is an HFT/prop trading house built by mathematical wizards from scratch to 200 individuals over the last 15 years. The company operates a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team boasts outstanding research talent with backgrounds from IMO/IMC, ICPC, and Kaggle Grandmasters. The setup is thoroughly collaborative, with distribution across asset classes. We seek a senior researcher with experience in an HFT firm dealing with cash equities, futures, or options. The firm offers full autonomy with a team of junior researchers – Olympiad winners. They are willing to outbid any available offers and remuneration expectations for the right candidate. Requirements: 5+ years of experience in an HFT prop-trading firm. Significant expertise in using non-linear models in HFT strategies. Extensive experience in alpha-research and knowledge of building out research pipelines. Proficient in Python; C++ is an advantage, but not a prerequisite. No preference toward the asset class, though cash equity experience is advantageous. Experience in MFT strategies is a plus. CQF is a bonus. Responsibilities: Research new trading ideas across different asset classes. Design features and contribute to the research pipeline. Lead and mentor team members. Remuneration Package:
Total compensation ranges from $850k to $1.1 million, with possible P&L split on the book (levels will be discussed).
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Amsterdam/Chicago Our client is an HFT/prop trading house built by mathematical wizards from scratch to 200 individuals over the last 15 years. The company operates a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team boasts outstanding research talent with backgrounds from IMO/IMC, ICPC, and Kaggle Grandmasters. The setup is thoroughly collaborative, with distribution across asset classes. We seek a senior researcher with experience in an HFT firm dealing with cash equities, futures, or options. The firm offers full autonomy with a team of junior researchers – Olympiad winners. They are willing to outbid any available offers and remuneration expectations for the right candidate. Requirements: 5+ years of experience in an HFT prop-trading firm. Significant expertise in using non-linear models in HFT strategies. Extensive experience in alpha-research and knowledge of building out research pipelines. Proficient in Python; C++ is an advantage, but not a prerequisite. No preference toward the asset class, though cash equity experience is advantageous. Experience in MFT strategies is a plus. CQF is a bonus. Responsibilities: Research new trading ideas across different asset classes. Design features and contribute to the research pipeline. Lead and mentor team members. Remuneration Package:
Total compensation ranges from $850k to $1.1 million, with possible P&L split on the book (levels will be discussed).
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