Description
Small-Medium sized independent proprietary trading firm in Chicago is currently looking to add quant researchers to their team to work on building out trading ideas for high frequency market making. The environment is highly centralized around new model development and you will enjoy much autonomy in allocating your time to this practice, along with researching new ideas. Your models will be implemented in real time, which makes this environment extremely rewarding.Requirements:
- Experience of working with large datasets to come up with innovative trading ideas for a high frequency environment
- Strong programming skills (C++ or JAVA)
- PhD/MS in Mathematics/Physics/Statistics/Finance/Economics/Computer Science/Engineering
- Experience with Statistical Arbitrage preferred
If you are looking to get highly compensated for your quant research and model development in a high frequency environment, this is the perfect firm for you. If you feel that you are a good fit for this position, please submit your resume highlighting your relevant experience as it relates to this description. Please contact Richard Sponder at Huxley Associates at with questions. If this position is not for you, I would recommend sending me your resume, as we have numerous other roles we are looking to fill in the sector that could potentially be a fit for your skill set.
To find out more about Huxley Associates please visit www.huxley.com