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Lead Quantitative Researcher

3 months ago

Chicago, Illinois, United States Jkbarnes Full time
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 for the last 15 years.

The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.
We seek a senior researcher with experience in an HFT firm dealing with cash equities, futures, or options. They are happy to give you full autonomy with a team of junior researchers – Olympiad winners. They are open to outbidding any available offers and remuneration expectations for the right person.

Requirements:
5+ experience in a HFT prop-trading firm.
Significant expertise in using non-linear models in HFT strategies.
Significant experience in alpha-research, knowledge of building out research pipelines.
Proficient in Python. C++ will be an advantage, but not a pre-requisite.
No preference toward the asset class, but cash equity experience would be an advantage.
Experience in MFT strategies would be an advantage.
CQF a bonus.

Responsibilities:
Researching new trading ideas within different asset classes.
Feature designing and contribution for the research pipeline.
Leading and mentoring team members.

Remuneration Package:
total comp from $850k to$1,1mln, with possible P&L split on the book (levels would be discussed).

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