Quantitative Analyst - Options Market Making - C++ Quantitative Analyst - Options Market Making - C++ …

Selby Jennings QRF
in Chicago, IL, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
in Chicago, IL, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
Quantitative Analyst - Options Market Making

A client of ours is looking for a PhD graduate with a few years of experience in machine learning, data science, quantitative research, or technology to join their dynamic team working for a top tier Proprietary Trading firm. The firm is currently managing $2b in capital, and has a mandate for a junior level portfolio management research analyst to work alongside senior PM's and quantitative developers alike.

Responsibilities will include:

- Quantitative research on large data sets and statistical signals
- Working alongside the multi strategy team which accounts for 40% of the firms AUM
- Performing quantitative analysis on large data sets, and building predictive models that can add value to the trading process
- Statistical research related to a bottom up investing philosophy

Candidates should possess:

- PhD from a top tier university, preferably in Finance or Econometrics
- Programming knowledge in a variety of different languages
- Must have a current visa (H1B / Citizenship / Green card)
- Internship experience is looked at positively
- Good communication skills

Compensation for this role is very competitive, with a base + bonus incentive.

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