Great opportunity for anyone currently working close to the market that is looking for a quantitative research position in prop trading.
An established prop trading firm headquartered in Chicago is looking to bring on a researcher who has experience working close to the market. The firm offers a competitive payout structure, visibility to senior leadership, and a chance to collaborate with other experienced individuals on alpha research and strategy development.
- Research, design, and develop new trading algorithms
- Optimize trading strategies using cutting edge technology
- Perform portfolio research to find creative ways to improve strategies
- Collaborate closely with researchers and senior leadership
- 1+ year minimum working close to the market in a research role
- Master's in quantitative field from a top university
- Proficient in C++ and Python
- Strong background in statistical modeling and data science
- Experience with Machine Learning a plus