Quantitative Strategist Equity Index - Chicago

Quantitative Strategist Equity Index - Chicago

The Hagan-Ricci Group (HRG)
Chicago, Illinois | Posted: March 6, 2014


Chicago trading firm is looking for a Quant Strategist to:
• Develop high frequency quantitative models and algorithms to predict US and international financial markets, trade equities, futures, and commodities
• Develop and lead a quantitative high frequency research group to develop trading software based on the high frequency quantitative models and algorithms
• Assist in developing advanced technology infrastructure
• Provide risk management and quantitative modeling consulting to the company
• Analyze trading algorithms already established in the US to develop strategies for the international implementation of the algorithms
• Develop unique quantitative market over-reaction and under-reaction models to incorporate into the trading software
• Meet with the senior management of the company to discuss and interpret issues arising from the developed quantitative models and algorithms which have been incorporated into the trading software

Additional Info

• At least three years of experience at a high frequency trading firm
• Experience in ETF trading: creation/redemption process, iNAV calculation
• Strong analytical skills
• Knowledge of basket trading systems, optimized basket calculation, EFP pricing
• A proven track record of creating successful trade strategies
• A Bachelors degree or higher in Computer Science, Mathematics, Engineering, or a related field
• Excellent communication skills and the ability to be a team player
• Proficiency in C++

Compensation $150-1M Must be eligible to work in the U.S.

Email MS Word attached resume in confidence to: resume@hrg.net
Reference CJ220-WST, Quant Strategist on subject line.

Job Details

LocationChicago, Illinois
CategoriesQuantitative, Trader, Trading Technology