A Chicago based HFT Firm is looking to add a Senior Quantitative Researcher who has experience implementing and improving systematic trading models. This role will take ownership over generating new trading signals and reducing latency within the markets they work in. The firm has a very collaborative culture across their teams, and you will have direct visibility to senior leadership. The ideal person will be able to mentor and guide junior team members as they continue to innovate and push boundaries.
- Advanced degree in mathematics, computer science, physics, statistics, or related fields.
- Proven ability to accomplish high level statistical or applied mathematical research
- Experience in a quantitative research role with a focus on strategy optimization and alpha generation
- Track-record of solving high level, data driven problems strategically
- Extensive market knowledge
- Programming proficiency in any of the following: C++ or Python