Our client is seeking a C++ Trading Systems Developer to join their Sydney office. You will be required to work in concert with trading desks, risk and IT Ops to deliver the above to their requirements in a manner that’s efficiently operated and monitored.
The equity derivative trading desk specialises in electronic market making, market taking and relative value, correlation and dispersion trading. Our client is looking for a COO who can spearhead initiatives to optimise the business and set standards as the group increases their presence in OTC equity markets. The role will involve sitting on the desk with traders and owning operational tasks.
Our Client is seeking a Front Office Quantitative Developer to join their New York office. The candidate will be part of the Global Fixed Income Front Office Quantitative Development team which is responsible for developing our client’s in-house quantitative portfolio, risk and pricing analytics suite. You will be working alongside Senior PMs to develop trading strategies via the build out analytics/Relative Value Tools for new and existing financial products, primarily within C++ and Python.
The role sits within a proprietary trading company which specialises in systematic long / short investing. The role will involve working within the research team with a focus on the development of automated trading strategies, based on semantic analysis of SEC filings, Quarterly Earnings Reports and News and non-traditional data such as insider transactions.
Our client is looking for a Macro Portfolio Manager to join their newly formed Multi-Asset Class Strategies (MACS) team. This is an exceptional opportunity for a team oriented individual that is very passionate and knowledgeable about capital markets and appreciates a research-based systematic investment process. The Macro PM will help evaluate multi-asset portfolios in the context of the current macro and market environment and suggest appropriate actions if necessary. You would also be expected to research long-term macroeconomic trends that affect current markets.
Our client is looking an experienced Strategist to join their Boston office. Your responsibilities will include advising institutional clients and produce original research on thematic issues in quantitative investing and to explore new investment strategies for clients. Objectives include differentiating the company’s global brand, deepening client relationships, and promoting product development. Potential subject matter is broad, spanning a variety of quantitative equity and multi-asset issues, including trends in investment management, factor behaviour, options and volatility trading strategies, asset allocation, tail risk management, portfolio construction, and market structure. The Strategist will work closely with portfolio management, client-facing, and research staff.
Our client is searching for a talented Compliance Analyst to join their London office. The successful candidate will be joining the global compliance team and you will be working with the compliance officer for the European region. This is a fast paced and dynamic environment and they are ideally looking for someone who is energized by this culture. You will ideally have strong knowledge of financial markets, commitment and dedication to the team and a keen attention to detail.
Our client is a leading global asset management firm that manages assets for savers and other clients around the world. They manage investments and develop solutions across the full spectrum of investment strategies and vehicles: fixed income, equities, commodities, real estate, asset allocation, ETFs, hedge funds and private equity.
Our client is a global market maker, looking to improve on their options pricing. They are a trading firm, focused on balancing trading and technology and incorporating cooperation. They have a flat structure used to breed great ideas that can be recognized and put into practice by anybody within the organization.
We are looking for a quantitative researcher for the electronic market making team. The focus will be on designing predictive trading strategies using statistical and theoretical approach for electronic market making on domestic and international exchanges. The role will involve researching short-term alphas and designing trading strategies which can be traded at scale across different exchanges, symbols. This role is about designing the core strategies and trading signals.
Our client is looking for a PMO Program Manager to join their office. You will be responsible for managing the delivery of the cross-team, firm-wide, strategic, or high risk projects with a structured project management process. You will be responsible for the improvement of the planning and alignment of business priorities with business operations (IT, Ops, Funds) work, align software development process with project size and business users and enable team collaboration and knowledge sharing.
Our client is looking for a Cryptocurrency Analyst to join a growing team of highly talented cryptocurrency technologists, traders and researchers. As part of the Chicago team, you will be tasked with researching, analyzing, and tracking developments in the cryptocurrency ecosystem.
Our client is searching for an experienced C++ Strategy Developer to join their Crypto Trading Strategies Desk in New York.
Our client is searching for an experienced Cryptocurrency Trader to join their team in London. The successful candidate will be tasked with managing counterparty relationships and executing trades. This position will also provide weekend trading coverage so the regular work schedule will be consist of 3 weekdays and 2 weekend days.
Our client is a leading prop trading company with over 600 staff and office on 3 continents. The firm specialises in market making and systematic prop strategies, leveraging a scientific methodology.
Our client is searching for an experienced Quantitative Researcher to join their Electronic Trading Strategies Desk. This desk ETS focuses on identifying signals in the market and developing strategies to capture the opportunities those signals represent.
Our client is searching for an experienced Manager to join their Quantitative Risk Management Department. This department is charged with researching, developing, implementing and supporting the Clearing House analytics used for risk and default management.
We are looking for a candidate with experience forecasting earnings using traditional and alternative data-sets such as credit card data. The ideal candidate will have 4-8 years of experience conducting bottom up research using a quantitative, data science and systematic approach. The mandate of the group is to trade relative value and beta neutral strategies in global equities. The candidate will join the group with a mandate to build out a range of strategies that are not correlated with the groups existing statistical arbitrage models.
If you would like to be considered for the position of Quantitative Researcher or wish to discuss it further please leave your details below. Your resume will be held in confidence until you connect with a member of our search team
Our client is a math and technology company, which operates at the intersection of algorithmic trading, electronic market making and arbitrage. Their core expertise is in predicting short term price changes (from sub second to 10 minutes), automated positioning and fast execution across a wide range of electronic markets. The firm creates efficient and sophisticated systems which are thoughtfully constructed, performance-focused and responsive to changing conditions. Their predictive strategies trade autonomously across a wide range of exchanges throughout the world and target liquid contracts across asset classes covering (commodities, equities, fx, interest rates, etf's, options, futures and exchange traded derivatives).
Our client is searching for an experienced Trader to join their team on the cyptocurrency trading desk. The successful candidate will be assisting a new team with learning the landscape of digital currencies. This position is for their Chicago office.
Our client is looking for a Quantitative Researcher to join their New York office. You would be required to contribute to its core business and to develop new areas of expertise. You should possess outstanding empirical research skills, expert-level knowledge of statistical techniques, and competence in programming. You will be responsible for conducting quantitative finance research with a focus on alpha extraction from high volume and/or non-structured datasets. You will also be expected to handle all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, implementation, backtesting, and performance monitoring.
Our client is searching for an experienced Quantitative Developer to join their New York office. The ideal candidate will be helping to develop robust data checking and storage procedures. The ability to complete projects under time sensitive deadlines will be critical to being successful in this role.
Our client is searching for an experienced Quantitative Researcher to join their New York office. The successful candidate will join the ETS desk. ETS focuses on identifying signals in the market and developing strategies to capture the opportunities those signals represent.
The role concerns rapid application development for the high frequency algorithmic trading. It is geared around developing analytics, trading applications and dashboards for screening trades, tracking positions and the composition of high turn-over option portfolios with related position and P&L metrics. We require a candidate skilled in the following:
This opportunity is with a small team in a high speed trading firm in Singapore and concerns designing and implementing low latency real-time applications. The role is geared around computer engineering, developing high throughput and low latency transaction systems. Experience trouble shooting code, pinning hot-threads to cores and optimizing algorithms and data structures for speed and stability.
Our client is seeking a quantitative trader to join the central risk trading team. The role is geared around systematic trading, inventory management, crossing orders, internal trading, risk hedging, unwinding risk.
Our client is seeking a quantitative trader to join the central risk trading team. The role is geared around systematic trading, inventory management, crossing orders, internal trading, risk hedging, unwinding risk.
Our client is seeking a Quantitative Researcher to join the equities market making team. The role is geared around researching forecast and optimization strategies for high frequency equities on lit and dark pools.
Our client is seeking a Quantitative Researcher to join the equities market making team. The role is geared around researching forecast and optimization strategies for high frequency equities on lit and dark pools.
Our client is seeking a Systematic Trader to join the advanced execution desk. The role is geared around optimizing trade execution a range of products (equities, futures, OTC) for the stat-arb and relative value business.
Our client is seeking an experienced Quantitative Developer to join their office in California. The ideal candidate should have an in-depth understanding of modern programming language and hands on experience with Python and relational databases. The successful candidate will be able to demonstrate a strong interest in financial markets, be an excellent communicator and able to work well independently and in a team environment. The ability to complete projects under time sensitive deadlines will be critical to being successful in this role.
Our client is looking for an enthusiastic Junior Trader to join their team in London. The role is primarily focused on researching, developing and operating their European market strategies. For this role you will need to have attention to detail, teamwork and a passion for improvement. Ideally you have a minimum of 2 years of experience working with large data sets in a quantitative environment.
Our client a rapidly growing proprietary trading firm is seeking an Experienced Trader to work in their London office. This role is primarily focused on researching, developing, operating, and optimizing their European market strategies during the European trading day. You will be working with a small team in London which is currently focused on equity related products. The position requires attention to detail, teamwork and a passion for improvement. Currently, the ideal candidate will have a minimum of 1-2 years of financial markets trading experience, preferably in a proprietary trading environment.
Equity markets move fast and existing alphas decay due to their short life-span. To capture ever-shifting market dynamics, a successful fund needs to keep pushing the boundary and generate new alphas from various data sources. This position sits within the research team and will focus on researching and testing new ideas to generate alphas and to research and design statistical strategies and optimize of portfolios.
Our client, a leading quantitative asset manager is seeking a Senior Quantitative Researcher to join the Quant Equity Research Team.
Our client is a leading hedge-fund with a 20+ year track record and expertise in systematic equities covering statistical arbitrage, long/short event driven and index arbitrage. The firm has offices in New York, Hong Kong and London. We are seeking a 'senior quantitative researcher' or 'systematic portfolio manager' to join the New York office. The position report into the head of mid frequency equity trading and will involve a combination of quantitative research, trading and risk management within a diversified team. The culture of the team is to work independently with respect to managing books, but to collaborate on research and idea generation. It is a mature and well established team drawn from physics, engineering and mathematical disciplines.
Our client is a top hedge fund located in mid-town Manhattan and they are looking for a Senior Quantitative Researcher to join their New York team. All strategies traded are systematic and the emphasis is on signals and automated trading for listed exchange cleared products, currently equities with high alpha. The role will involve joining the research team focusing on developing a new fund to be launched in 2018. The mandate is statistical arbitrage for non-equities with a target Sharpe of 2 and holding period of 30 minutes up-to 2 weeks. The mandate is to trade FX Spot, NDF's, Futures and Interest Rate Futures and Bonds in a relative value / stat-arb portfolio with automated execution. They are looking for a senior researcher who can hit the ground running and add immediate value to this fund.
Our client is looking for an equity research analyst to join the team in Connecticut. The company is a leading investment management firm with a focus on long/short market neutral, event driven, activist and alternative data, (high alpha) strategies. They are looking for an analyst to work with equity portfolio managers on alternative data strategies. The role will involve introducing new ideas, data and methods for predicting events and earnings using novel data and scientific methodologies. They do not want a traditional equity analyst or a candidate that lacks technical skills, however a good understanding of traditional equity research methods would be useful. The real focus is on non-traditional data alpha research.
Our client is a leading hedgefund within the equity market sector with an enviable array of awards and accolades recognizing their success which they attribute to their valued staff and disciplined approach to alpha research, risk management and analytical approach. The firm places huge importance on collaborative working across the business and as such have created the new role of Equity Trading Analytics Director to lead and develop a central support services function within the organization. The Equity Trading Analytics Director will be accountable for trading analytics relating to global equity portfolios. The fund manages over 100 billion dollars in Assets Under Management and Transaction costs are a major cost to their business. As such the role will focus on Transaction Cost Analysis, Portfolio Capacity Analysis, Market Impact Analytics and related studies. The role will involve managing relationships with C level stake holders including the Chief Executive Officer, the Chief Risk Officer as well as departmental heads across trading, research and portfolio management. There is 1 additional headcount allocated to this position. As such the role will focus on analytics and consulting C-level clients rather than team management.
Our client is seeking a talented quantitative researcher to join them in their New York office. The ideal candidate will be a strong quantitative problem solver interested in identifying and monetizing statistical patterns in the financial markets and also adept at implementing their ideas in Python. They are looking for someone who is both intellectually curious and also self-sufficient to help maintain and develop various trading strategies.
Our client is seeking an algorithmic futures trader to join the prop group in their Northern California office. The role will involve trading energy, agricultural, equity index, fixed income, foreign exchange and VIX futures on major exchanges. The role is suitable for a futures trader with a background in algorithmic market making, looking to work with cutting edge technology, excellent infrastructure for designing and testing strategies for futures, a direct relationship between your profit and bonus, an entrepreneurial culture, and a place that encourages innovation.
Our client is looking for an AltData Quantitative Researcher to join their small focused team. The successful candidate will work in a collaborative environment and will be constantly learning on the job, innovating, and working directly with external vendors.
Our client a Boston based hedge fund who is seeking a Trader to work with a team which invests in equities, derivatives, and fixed income across the world through fundamental and quantitative strategies. The trading team is comprised of creative problem-solvers and self-starters who have the proven ability to produce results.
Our client is a high frequency proprietary trading firm with offices in New York, London and Singapore. The firm specialises in electronic market making, high frequency trading, and intraday trading on global futures exchanges across a wide range of products (commodities, interest rates, fx, equity index, etc). The role will involve joining an established team of algo traders in a research and trading capacity.
Our client, a leading principle trading firm is looking to recruit a risk analyst into the London office. The firm specialises in high frequency algorithmic trading on linear products (cash, futures and ETF's) and operates as a liquidity provider and a risk taker on a range of products and instruments.
Our client is searching for a Quantitative Risk Associate with a strong background in programming to work closely with portfolio managers, risk management, and the core engineering team. The key responsibilities will include developing automated risk analytics and providing real-time risk oversight, focusing on quantitative execution risk, market risk, and operational risk.
Our client is searching for an experienced Quant Trader to join them in their New York office. The Fund’s investment objective is to deliver a consistent, low volatility, positive return stream with limited drawdowns. At a high level, the trading strategies can be classified as Systematic Strategies which capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Depending on your expertise, responsibilities are likely to include: alpha generation; signal enhancement; trading risk management; designing and building the trading logic; implementing systematic drawdown management.
Our client a leading High-Frequency Trading firm with offices in London, Chicago and Sydney are looking to hire an experienced EU Futures trader to join an existing desk in London to manage and optimize the existing strategies as well as research and develop new trades and mentor the junior traders on the desk.
Our client is seeking an experienced Quantitative Trader to join them in their London office. The group is an integrated team of traders, software engineers and researchers, employing a diverse set of strategies a wide range of time horizons. The team is looking for an experienced trader who will actively contribute and help grow the business. This is an environment that values hard work, drive, honesty, and a desire to learn and improve.
Our client is seeking an outstanding individual with a keen eye for detail to join their electronic trading team. This is a terrific position - ideal for a gifted graduate with a passion for the trading industry and financial markets. This is the ultimate chance for a smart, driven, and tenacious individual to learn the intricacies of each step taken in the design, operation and improvement of high-performance algorithmic trading strategies.
Our client is seeking an outstanding individual with a keen eye for detail to join their electronic trading team. This is a terrific position - ideal for a gifted graduate with a passion for the trading industry and financial markets. This is the ultimate chance for a smart, driven, and tenacious individual to learn the intricacies of each step taken in the design, operation and improvement of high-performance algorithmic trading strategies.
Our client is looking for a Quantitative Researcher / Quant Trader to join their London team. The focus of the role will be Research and development for systematic futures strategies and risk management of team strategies. The team currently trades mean-reversion, momentum and relative value spread strategies. They have traded interest rate products on exchanges such as Eurex, CME, LIFFE, BrokerTec, eSpeed and ICE. They focus on market making and mid frequency strategies on an intraday basis. The role will involve joining the team in a quantitative research / trading capacity where you will work on signal research, optimization and monetizing strategies for interest rate and commodity futures as well as risk management and sizing trades and fitting strategies to new markets. The team has a collaborative culture and the bonus pool is shared by the overall team. Current team members come from an engineering, applied math and physics backgrounds.
Our client is a leading high frequency trading firm located in NYC. They have a distinct edge when it comes to low latency trading. Their technology is exceptional for low latency execution and their backtesting platform is optimized for market making strategies. It is one of the best on the street. We are looking for an experienced / senior algorithm developer to join the futures trading team.
Our Client is a hedgefund located in London. The role will involve working within a team environment on the design and development of intraday, daily and weekly rebalance statistical arbitrage strategies. The team fosters a semi-collaborative culture where ideas are shared but where each trader is responsible for their own book.
Our Client is a principle trading group located in Chicago. The role will involve managing a prop book leveraging the firms trade flows and proprietary execution technology to provide liquidity to markets while also profiting from arbitrage and relative value opportunities. The role is suitable for a senior trader significant experience trading equity index options (S&P 500, Russell 2000, Nasdaq 100).
Our Client is a hedgefund located in New York City. The role will involve working within a team environment on the design and development of intraday, daily and weekly rebalance statistical arbitrage strategies. The team fosters a semi-collaborative culture where ideas are shared but where each trader is responsible for their own book.
Our client is seeking to hire a Software Developer to be focused on Quantitative Strategies software development. Applications built will be for PMs and will run analytical models, built by the Quant Desk & Analytics. In addition, they provide parts of the infrastructure for various portfolio management desks to execute systematic trading strategies.
Our client is a leading high frequency trading firm with offices in NYC, London and Singapore. The role will involve working within the Data Center & Telecommunication division which is part of the Core Engineering department, where you will be responsible for delivering and maintaining all of global data center and network solutions. The DC/Telco Product Manager is responsible for maintaining a cohesive picture of customer engagement, product requirements, ongoing projects, product cost, and appropriate measures of product quality.
Our client is one of the leading quantitative trading firms globally providing liquidity to over 100 trading venues and making markets in over 200,000 securities. The firm operates in a collaborative, team based approach making use of bleeding edge technology to deploy innovative trading strategies based on advance statistical analysis and machine learning techniques. The firm is looking to hire a Quantitative Analyst/Developer with a passion for pricing and strong implementation skills to join a small but highly important group at the firm who focus on improving and maintaining the pricing algorithms. This is an opportunity for an experienced pricing quant to make a real impact upon the organisation.
Our client is a $400m AUM Global Macro Hedge fund based in Hong Kong who have been in operation since 2012 and consistently generated high teen returns annually. The firm is run by two individuals with an exceptional track record and genuine edge in the Asian markets through their proprietary macro analytical framework. The firm has recently secured significant capital investment and is now looking to hire a junior to mid-level, Large Cap Equity PM to join the firm and help to manage the portfolio in a collaborative group of investment professionals. The firm is not a buy and hold shop and actively trade around corporate actions etc.
Our client is a technologically sophisticated high frequency trading firm and specialises in electronic screen based market making across a wide range of US equities, ETF's and Options. The firm is a grey box trading company and their approach is designed to optimally marry human algorithmic traders with systematic strategies. The firm employs human screen traders (algo traders) who are responsible for observing any autonomous behaviour of trading strategies that don’t show up in simulation, tweaking parameters and over watching algorithms during live trading. The firm is looking to build out a quantitative research team with a mandate to design and test the game theoretic trading logic for automated market making as well as short term price predict strategies for statistical arbitrage across US equities.
Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised. The entire system from end to end is coded in C++ with latency critical components embedded into hardware.
Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised. The entire system from end to end is coded in C++ with latency critical components embedded into hardware.
Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised.
Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised.
Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised.
Our client is a technologically sophisticated hedgefund and specialises in predicting various equity and financial markets with uncanny accuracy. The firm employs research scientists with backgrounds in advanced artificial intelligence, machine learning and probability to mine vast quantities of data (structured/unstructured). The neural network and probabilistic strategies are trained and tested to identify short term signals based on a range of factors defined by the portfolio engineers and research scientists. The portfolio optimization system assigns weights to each signal based on the latest breakthroughs in portfolio theory and the smart execution system slices and dices orders and reduces the market impact, implementation short fall and execution trading costs. The entire process from end to end is computerised.
A worldwide leading Hedge Fund is investing heavily in technology and people and has created this new position due to growth. The team of quant developers is responsible for developing and perfecting an execution algorithm for the entire hedge fund to use, It’s a very unique approach to using high frequency based execution algorithms, which is why this opportunity is rare and exciting.
Our client is searching for a Quantitative Researcher to work in their New York office. The successful candidate will work in a team environment that closely integrates treading, quantitative research and technology.
Our client is searching for an experienced Quantitative Researcher to work in their Chicago office. The ideal candidate will mix quantitative disciplines with creative problem solving to build tools that bring trading strategies to life.
Our client is searching for a Business Analyst to work in their Chicago office. The successful candidate will be a mature self-starter and quick learner who has demonstrated the ability to function independently in a fast- paced, dynamic and demanding environment. The ideal candidate needs to be able to resolve conflict within a short period of time. This person will be intellectually curious, intuitive, and trustworthy and be able to add efficiency and value to the process and analysis through the use of analytical skills and innovative thinking. In addition, you will be effective addressing a number of internal and external audiences in a professional manner. This person will add value by working on a number of simultaneous tasks with minimal supervision and exemplary follow-through.
Our Client is looking to hire a Financial Engineer to work closely with members of QR and the Senior Risk Managers. Key responsibilities will be to provide support and development of risk applications across multiple business lines and aggregated firm level risk. You will utilize primarily Python to enhance and develop algorithms and models, as well as optimize, monitor and troubleshoot system issues. Development focus will be on portfolio construction and risk management modules.
Our client is one of the world’s most active proprietary trading firms and a key market maker in various products listed on exchanges throughout the world. The firm, made up of two different divisions with trading operations that operate independently of one another including a securities trading division and an asset management department. The Group is a market maker active in over 100 trading venues throughout the world and offers liquidity to over 200,000 through their securities division. The securities department makes markets in the major exchange traded instruments including equities, bonds, commodities and currencies.
Our client is one of the world’s most active proprietary trading firms and a key market maker in various products listed on exchanges throughout the world. The firm was founded in 1989 and is a global financial organization, made up of two different divisions with trading operations that operate independently of one another including a securities trading division and an asset management department. The company employs over 600 people and has offices located in Amsterdam, New York City, Chicago, Hong Kong and Sydney. The Group is a market maker active in over 100 trading venues throughout the world and offers liquidity to over 200,000 through their securities division. The securities department makes markets in the major exchange traded instruments including equities, bonds, commodities and currencies, on 100 exchanges worldwide and is a significant liquidity provider on the NYSE Arca, NASDAQ, CBOE, BATS, CME Group, and ICE exchange among others. In May 2014, our client agreed to purchase rights to become a Designated Market Maker from Goldman Sachs. The agreement will allows the firm to operate as a designated market maker in over 600 stocks on the NYSE and to expand its ability to offer liquidity to the market.
Our client is one of the world’s most active proprietary trading firms and a key market maker in various products listed on exchanges throughout the world. The firm was founded in 1989 and is a global financial organization, made up of two different divisions with trading operations that operate independently of one another including a securities trading division and an asset management department. The company employs over 600 people and has offices located in Amsterdam, New York City, Chicago, Hong Kong and Sydney. The Group is a market maker active in over 100 trading venues throughout the world and offers liquidity to over 200,000 through their securities division. The securities department makes markets in the major exchange traded instruments including equities, bonds, commodities and currencies, on 100 exchanges worldwide and is a significant liquidity provider on the NYSE Arca, NASDAQ, CBOE, BATS, CME Group, and ICE exchange among others.
Our client is one of the world’s most active proprietary trading firms and a key market maker in various products listed on exchanges throughout the world. The firm, made up of two different divisions with trading operations that operate independently of one another including a securities trading division and an asset management department. The Group is a market maker active in over 100 trading venues throughout the world and offers liquidity to over 200,000 through their securities division. The securities department makes markets in the major exchange traded instruments including equities, bonds, commodities and currencies.
Our client is one of the world’s most active proprietary trading firms and a key market maker in various products listed on exchanges throughout the world. The firm was founded in 1989 and is a global financial organization, made up of two different divisions with trading operations that operate independently of one another including a securities trading division and an asset management department. The company employs over 600 people and has offices located in Amsterdam, New York City, Chicago, Hong Kong and Sydney. The Group is a market maker active in over 100 trading venues throughout the world and offers liquidity to over 200,000 through their securities division. The securities department makes markets in the major exchange traded instruments including equities, bonds, commodities and currencies, on 100 exchanges worldwide and is a significant liquidity provider on the NYSE Arca, NASDAQ, CBOE, BATS, CME Group, and ICE exchange among others.
Our Client is a high frequency electronic trading firm with offices in New York, Singapore and London. The firm is a market leader in automated market making for stock and futures. The role will involve contributing to strategic decision making and planning. They are looking for a Managing Director, Head of China Business Operations. This role will oversee a wide range of functions, which include but are not limited to establishing brokerage and exchange relationships and interpreting and implementing regulatory policies. The ideal candidate will be able to find solutions to complicated problems and can quickly master new situations. They will be comfortable understanding issues both at high and granular levels and will be hands-on in their problem solving approach. The Head of China Business Operations must be a leader and excellent communicator with demonstrated and proven success at leading, inspiring and motivating a multi-functional and growing team.
Our Client is one of the leading principal trading firms globally. The firm has been a pioneer within electronic trading and are now a top 5 liquidity provider in most major asset classes. The firm has recently established gateways to all of the major FX ECNs and venues and is now looking to hire a Snr High Frequency FX Trader to establish, build and run a team implementing both liquidity providing and aggressive market taking strategies. The firm is a great place to work for any individual who is driven by innovation, creativity and pushing technology to its limits. With fantastic infrastructure in place and a flat organisational structure aimed at eliminating the political and bureaucratic barriers to productivity it is an excellent environment for traders and technologists who want to get the best out of themselves rather than climb a corporate ladder and see their skill set. The firm has offices in Chicago, New York, London and Singapore.
An exceptional opportunity has arisen for a talented Quant Trader specialising in Options Market Making to work in Chicago, New York, London OR Sydney for one of the World’s leading Global Systematic Hedge Funds. You will be part of a very successful team where you are able to utilize industry leading technology to design & create scalable trading strategies via a global platform.
Our Client is a proprietary trading firm focused on algorithmic trading. The current team is 70 members globally, with offices in India (Mumbai), Singapore, HK, Shanghai, London and San Francisco. The firm trades across asset classes (equities, commodities, currencies, options) on exchanges in India, Japan, Korea, Singapore, China, CME, LME, Russia and Brazil. There are a few more exchanges (Taiwan, Thailand, Australia) in the pipeline for the first half of 2017. A majority of what they do is HFT (defined as holding periods of a few seconds to a few minutes) but they have started diversifying into lower frequency strategies as well (2-3+ sharpe, holding period of a few hours to 1 day). Their infrastructure is low latency and currently the whole stack is in software (C++ on Linux). The wire to wire tick-to-order latency is sub 10 microseconds. They are colocated in all the exchanges and use low latency hardware (switches, network cards, overclocked servers, etc). Between two locations, they generally have the lowest latency fiber connectivity on the exchanges they trade on. There are 8-9 trading teams within the firm. The head of each trading firm is usually an experienced HFT trader. Senior traders from several large prop trading firms such as Tower Research, Jump Trading, KCG, IMC, Flow Traders, Susquehanna have joined as heads of trading teams over the past 5 years. A small trading team might have 2-3 members and a large team would have 8-10 members.
My client is a market neutral hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.
My client is a market neutral hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.
My client is a market neutral hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.
My client is a market neutral hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.
Our Client is a high frequency securities trading firm based in Chicago. The firm is one of the largest electronic trading firms in North America and specialises in high frequency automated market making and algorithmic trading driven by machine learning artificial intelligence. The firm have a sophisticated data driven approach which has enabled them to become a market leader in high volume trading.
Our Client is a systematic hedge fund located in Norwalk, Connecticut. The firm manages close to 12 Billion dollars in capital and specialises in developing proprietary algorithmic trading strategies for futures, forex.
Our Client is a high frequency market maker with offices in New York, Chicago and San Jose. The trading team is looking to recruit a quantitative researcher to aid in the development and monetization of high frequency market making strategies for cash equities traded on exchanges and dark pools. The role will involve working in a collaborative team environment. A significant element of the role will involve researching and designing trading strategies and playing poker and ping pong with your colleagues.
Our Client is an investment bank headquartered in NYC. The firm has a successful market making desk that specialises in trading liquid equity derivatives including ETF's, ETN's, Market Making, Reshuffle, Options and Statistical Arbitrage. The options trading division is a recent addition and currently consists of 2 including a quantitative researcher and an option trader. Both have a technical quant/algo background. The duo trade US listed options acting as market makers and market takers. They run various quant and algorithmic strategies and have the ability to take risk and have the flexibility to hold positions over various time horizons as long as it fits the firms market making mandate and risk profile. The team are looking to make an additional hire and would like to recruit a quantitative researcher with experience developing filters and prior experience researching equity option market making strategies such as automated hedgers, alpha signals etc.
Our Client is a statistical arbitrage hedgefund located in New York City. The role will involve working within a team environment on the design and development of systematic strategies for trading in equities. Projects vary but you are likely to focus on designing, testing and optimizing mid frequency stat-arb strategies. Working on computationally-intensive tasks such as dynamic modeling of mean-reverting spreads. Developing real-time estimation signals, constructing mean-reverting spreads, extracting predictive signals from noisy time series datasets, building algorithms for real-time estimation of the unobserved spread process in order to reveal temporary market inefficiencies which can then be exploited to generate excess returns, building time dependency into model parameters, testing alphas, construction, optimization of portfolios, building predictive functions such as linear estimators, optimizing based on specific constraints, running simulations and computational experiments to test strategies on data and prove a concept using out of sample data, fine tuning and parameter optimization,, building execution strategies leveraging DMA and Dark pools, building custom models to improve execution efficiencies.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
One of most highly respected hedge funds in world who consistently achieving market beating returns are looking to hire a highly experienced Equity Statistical Arbitrage Portfolio Manager/Quantitative Researcher to take a hands-on role in managing and shaping the firms growing presence in quantitative equities.
This role is part of the securities market making division and this is the most profitable option trading team in the US. The role will involve making trading decisions driven by both quantitative and fundamental factors and finding ways to both systematically and opportunistically increase the desk’s profitability. Use trading metrics to identify inefficiencies, increase profitability and improve performance and work with next generation trading infrastructure driven by state of the art technology.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
This opportunity is ideal for an experienced portfolio manager with a strategy and a track record. The opportunity is to establish your own silo within a family office and to trade a statistical arbitrage strategy. You will receive support from the family office in terms of market data, risk capital, access to venders and prime brokers and you will be supported with a base salary for yourself and your team. The opportunity will involve setting up your strategy and trading on the firms platform using firm capital. You will be responsible for your strategy including research, implementation and trading. Compensation will include a base salary, typically $150,000 and a percentage of the trading profit minus operational costs. This is in the range of 20-30% of the net profit. The future scope is to build your own group and scale your methodology and spin out your own fund. The firm acts as a seeding platform in this capacity.
The role will involve trading options, execution of orders and automating and streamlining processes to improve operational efficiencies for a systematic volatility trading group in a family office.
The role will involve designing and developing scalable mid frequency systematic strategies for the long/short option trading team at a family office in New York. The remit it to build predictive strategies based on econometric modeling and statistical techniques for pairs trading, statistical arbitrage, correlation, covariance and calendar spread, trend following, momentum and mean reversion strategies. The role will focus specifically on developing systematic strategies for cross asset volatility trading with a focus on designing and testing strategies.
Rapidly growing proprietary trading firm with three international offices in Chicago, London and Sydney, seeks experienced high volume Quant Traders for all their offices. Candidates must be proven HFT Traders who are able demonstrate a strong PnL track record, which is north of $5 Million and have a Sharpe ratio of + 3. This position is responsible for developing new strategies using the firm’s proprietary software and customizing current strategies to meet market needs. Traders will work closely with their dedicated technology team in developing and enhancing existing strategies and they must enjoy working in a highly collaborative and fast-paced environment.
Rapidly growing proprietary trading firm with three international offices in Chicago, London and Sydney, seeks experienced high volume trader for their London office. This position is responsible for developing new strategies using the firm’s proprietary software and customizing current strategies to meet market needs. Traders work closely with a dedicated technology team in developing and enhancing existing strategies and must enjoy working in a highly collaborative and fast-paced environment. This position will also see the successful candidate become part of the European Management team, ultimately meaning that you will be integral to the development of the business, its future strategies and be influential in the growth of the business.
An exceptional opportunity has arisen for a talented Trader specialising in Indicies OR Options to work in Chicago for one of the World’s leading Global Systematic Hedge Funds. You will be part of a very successful team where you are able to utilize industry leading technology to design & create scalable trading strategies via a global platform.
Our client, a rapidly growing trading firm with global office locations is looking for experienced Traders. This role is primarily focused on researching, developing, operating, and optimising London’s European market strategies during the European trading day. The person will be expected to lead a small team in London which is currently focused on European equity related products. The position requires leadership, market knowledge, attention to detail, teamwork and a passion for improvement. The ideal candidate preferably has 5+ years of financial markets experience, primarily in a proprietary algorithmic trading environment.
Our client is a global proprietary trading company with offices in the USA, Asia and Europe. They are looking to hire additional headcount for a C++ Software Engineers to build, maintain and develop front-office systems. You will be designing, building and optimizing electronic trading platforms. Engineers will work closely with researchers and traders to perform various functions, including the development of their core-trading infrastructure & designing low-latency trading systems.
Our client is a world leader in financial market securities. Areas of expertise include Equities, Options, Treasuries and Interest Rates. They are looking to hire an experienced Trader with High Frequency Low Latency or Systematic Strategy experience. The role will be to join a successful London team developing new strategies using the firm’s proprietary software and customising current strategies for the Futures markets. You will be working closely with their technology and research teams in developing and enhancing new strategies.
An expanding London City based systematic CTA is looking for an ambitious and brilliant quantitative trader, with a strong track record, to further enhance its trading capacity. The firm trades globally with a strong focus on equity indices, bonds and currencies. It is currently searching for an experienced intraday trader with his/her own systematic strategies to manage part of the fund’s portfolio.
Our client is an international Hedge Fund based in London. They are focused on research & technology with an exceptional team of successful traders and quantitative analysts. Due to expansion and growth in profitability they are looking for Low Latency Traders with a strong P& L track record of at least a minimum of 2 years’ experience on successful strategies.
I am looking for a senior Data Research Technologist for a role with a well-known Machine Learning focused Hedge Fund. The role can be based in either New York or Chicago. The position will involve a combination of data architecture for the research data platform and implementation. The ideal skill list for this role includes: ETL, Data Warehouse, Python, Hadoop, RDBMS, AWS. We need someone with a deep understanding of Distributed Storage Processing. It is a hybrid role and will involve a combination of architecture and development.
Opportunity for a junior C++ engineer with strong algorithm design, data structure and object oriented implementation skills to join the high frequency trading team. The role will involve working on applications for automated trading and data mining with a focus on algorithm development, classification and clustering of unstructured and semi-structured data such as server logs and trade data. Longer term, there is a strong probability the role will transition to trader.
Opportunity for an FPGA engineer to join a leading high frequency trading firm with a dominant position trading equities, futures, and options. The role will involve working on RTL design and implementation skills. Our client has a strong preference for candidate with experience working on designs for high speed data networks. The role will involve designing data path modules, packet buffers and working on client/exchange sockets via TCP/IP engines. The team currently supports 8 FPGA engineers and is a relatively flat structure with a collaborative approach.
NJF have a number of high frequency electronic trading prop firms running latency sensitive strategies in New York, Chicago, London and Dublin with overlapping requirements for C++ Engineers.
This position is open in the following locations; New York, Chicago, San Francisco, Montreal, London, Dublin, Singapore and Hong Kong.
Opportunity for a quantitative researcher with a strong programming background in Python for a role within the machine learning and data science team in London or New York. The team are hiring on both sides of the pond.
Opportunity for a quantitative researcher with a strong programming background in Python for a role within the machine learning and data science team in New York.
I am looking for Quantitative Researchers to work in New York with a Quantitative Hedge-fund.
Our client is an international Hedge Fund based in London. They are focused on research & technology with an exceptional team of successful traders and quantitative analysts. Due to expansion and growth in profitability they are looking for Low Latency Traders with a strong P& L track record of at least a minimum of 2 years’ experience on successful strategies.
Our client is a world leader in financial market securities. Areas of expertise include Equities, Options, Treasuries and Interest Rates.They are looking to hire a Junior Trader/Analyst to join their research and trading divisions.
Our client is searching for a Quant Researcher to work in their New York office
Our client is searching for a Quant Researcher to work in their New York office.
Our client is searching for Quant Researcher to work in their New York office.
Our client is searching for a Mid Frequency Trader to work in their London office.
Our client is seeking an Quant Researcher to work in their New York office
Our client is searching for Mid Frequency Trader to work in their New York office.
Our client is searching for a High Frequency Trader to work in their New York office.
My client is a hedgefund with a mandate for a quantitative researcher with experience designing and developing systematic strategies for VIX futures and volatility based products.
The role is with a quantitative hedgefund located in NYC ($12bn AUM) and will involve working with an experienced quantitative trader who applies signal processing techniques to portfolio management with a focus on market neutral medium frequency strategies that are based on stat-arb, co-integration, pairs trading and lead / lag.
My client, is one of the leading quant funds in Boston, MA and is on the lookout for a quantitative researcher to join the algorithmic trading team. The role will involve designing and developing algorithmic trading strategies for global equities, conducting analysis of broker algorithms, working on research related to best execution, transaction cost analysis, order queue prediction, dark pool analysis. The firm manages circa 50bn and their trading philosophy combines top down macro quant with bottom up stock selection. This role will focus on building automated strategies for best execution.
My client, an established family office located in Greenwich, Connecticut is in the process of establishing an office in Manhattan. The firms AUM currently stands at circa $2BN. The CIO is looking for a senior portfolio manager with a market neutral strategy and a 5+ year track record to join the multi-manager platform. The role can be located in either Greenwich, Connecticut or Manhattan and will involve running your strategy in an autonomous environment with support from management to scale up.
Degree
in computer science, mathematics, physics or a related field.
This position is with a hedge fund in New York and will involve working in the quantitative research team within the systematic trading group. The role will involve conducting empirical research in order to predict economic announcements using now casting techniques. The signals will be used in systematic macro investment strategies.
This position is with a 12BN family office in New York and will involve working in the ML team. The role concerns Deep Reinforcement Learning, Alpha Research, Portfolio Theory, applied to long / short strategies based on co-movement, and statistical arbitrage;
My client is a market natural hedge fund and with a multi manager approach to capital allocation. We are looking for a portfolio manager who is self-contained, mature and with the ability to work autonomously on a well-capitalized platform with an extensive security master, in-house execution, back testing and optimization framework.
My client is a high frequency trading firm with a position in the equities team for a data scientist with a PhD one of the following subjects: Math, applied math, statistics, physics, electrical engineering, operations research, machine learning
My client is a high frequency trading firm with a position in the prediction team for a data scientist with a machine learning background, specifically TensorFlow. The role will involve developing machine learning predictive strategies for latency sensitive futures trading combining predictive position taking with passive market making.
My client is a high frequency trading firm with a position in the prediction team for a data scientist with a machine learning background, specifically TensorFlow. The role will involve developing machine learning predictive strategies for latency sensitive futures trading combining predictive position taking with passive market making.
My client is a high frequency trading firm with a position in the prediction team for a predictive data scientist with a machine learning background, specifically TensorFlow. The role will involve developing machine learning predictive strategies for latency sensitive futures trading combining predictive position taking with passive market making.
Our client is seeking an Accounting and Operations Analyst to work in their Boston office. The successful candidate are creative problem-solvers and self-starters who have the proven ability to produce results.
Superb opportunity to work in an enjoyable, friendly and collaborative environment with a competitive bonus and pay out structure based on PL percentage. This is an excellent role with long term career prospects in a dynamic, friendly working environment and minimal hassle to allow concentration on strategies and complex research.
RESPONSIBILITIES
• Analyze large structured and unstructured data sets such as internal trade data, risk data, fundamental data, and sentiment data
• Conduct innovative and scientific research to process and analyze new and non-traditional datasets looking for predictive power
• Identify and manage new datasets that support investment decisions
• Introduce new approaches, tools, and prototypes
• Deliver research findings to senior management and recommend investment ideas
Our client is searching for a Senior Quantitative Researcher to work in their New York office. The ideal candidate should have a background demonstrating strong analytical and quantitative problem solving skills, including but not limited to Engineering, Statistical Modelling, Computer Science or similar independent research.
This is a senior position facing off to the CRO and CIO for a top tier hedge fund with over $25bn in AUM. The role can be based in Chicago, San Francisco or New York.
Our client is searching for a Quant Strategist to work in their London office. The successful candidate will need to conduct research of the Chinese future markets and develop advanced high frequency / intraday algorithmic strategy.
Our client is seeking a Quantitative Researcher to work in their New York office. The role will focus on constructing electronic market making models, auto-hedging, auto-execution algos and bid offer spread models.
Our client is searching for an experienced Compliance Analyst to work in their New York office. The Compliance Analyst works closely with fellow compliance and business personnel, providing day-to-day compliance support to the firm’s global systematic trading strategies.
Our client is looking for an experienced Quantitative Developer to work in their New York office. The successful candidate will lead the system wide design and build out of a quantitative futures and currencies portfolio focused on high and mid frequency signals and strategies.
Our client is searching for a Machine Learning Researcher to work in their New York office. The successful candidate will help to manage all aspects of the research process including methodology selection, data collection and analysis, implementation and testing, prototyping, and performance evaluation.
Our client is searching for an Algo Research Quant Developer to work in their New York office. Our client is one of the world's premier investment firms deploying systematic computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.
Our client is seeking a Trader to work in their New York office. The position will involve working within the stat-arb trading group that trades Asia from the US. The role will focus on monitoring the strategies, portfolio construction / optimization, trade execution, transaction cost analysis and alpha factor research, broker algorithm evaluation and the development of models and the trading system.
Our client is searching for an experienced quantitative researcher to work in their New York office. The role sits within the alternative strategies research group within the asset management division of a bank. The successful candidate will help to build quantitative equity strategies from the ground up.
Our client is seeking a Quantitative Researcher to work in their New York office. The successful candidate will help to develop a range of systematic volatility products. The role sits within the alternative strategies research group within the asset management division of a bank.
This position is with a global macro hedge fund in mid-town, New York City. Our client is looking to hire a quantitative researcher with experience developing futures strategies for a broad range of products including equity index, currency, commodities, interest rates etc.
Our client is searchig for a quantitative researcher with strong programming skills to join one of the trading teams to work on the scaling a strategy. This position is located in Chicago
Our client is searching for a a Quant Trader for one of their profitable high frequency trading teams for the Chicago location. This individual will focus on automated trading strategy development and work directly with the team of traders.
Our client is seeking an experienced FX trader with a principal market making background for the Chicago location. This individual will be working directly with the trading, data analysis, sales, and development teams to improve market making strategies.
Our client is seeking an experienced Data Scientist for their Chicago location. This individual will focus on automated trading strategy development on a variety of horizons.
Our client is looking for a software engineer to to join a small team of highly talented technologists and analysts. This team is tasked with building and maintaining tools to review trading activity and analyze significant amounts of data to identify patterns, trends, and anomalies. The ideal candidate will work in a team responsible for setting up and managing compliance infrastructure, generating compliance and surveillance reports and responding to data requests.
Our client is seeking an experienced Portfolio Manger to work in their Chicago office. The successful candidate will help manage and optimize the risk of the aggregate US equity index options portfolio
Our client a market leading and technologically edged Chicago based principal trading organisation is looking to hire experienced FX High-Frequency Traders to join a new group.
Our client is seeking a Trader to work in their Chicago office. The successful candidate should have experience of mixing analytical disciplines with creative problem solving to build tools that bring trading strategies to life.
Our client is seeking an experienced Quantitative Researcher to work in their Chicago office. The successful candidate will be working on a team that operates globally seeking to generate alpha by applying systematic strategies across a diverse set of asset classes including equities, fixed income, currencies, and commodities.
Our client is searching for a Quantititative Researcher to work in their Chicago office. The ideal candidate will be expected to conduct quantitative research on proprietary risk factor models for equities and other asset classes for both fundamental and quant equity long-short strategies.
Our client is a stat-arb hedge-fund with a position for an experienced quantitative researcher.
Our client is a stat-arb hedge-fund with a position for a quantitative researcher. The role will involve applying machine learning, bayesian statistical techniques and natural language processing to very large high dimensional and unstructured data. The role will involve designing, testing and developing statistical arbitrage strategies within a collaborative research cohort. We are ideally looking for researchers who are not currently in academia.
Our Client is seeking a Quantitative Researcher/ Market Making / Stat-Arb to work in their Chicago office. A brief description of the role is listed below;
Our client is a high frequency market making / prop firm with cutting edge technology and fast connections to a wide range of markets across the world.
Our client is a high frequency market making / prop firm with cutting edge technology and fast connections to a wide range of markets across the world.
Our client is a high frequency market making / prop firm with cutting edge technology and fast connections to a wide range of markets across the world.
Our client, a 28bn L/S Quant fund is looking to allocate between $100-500m of capital to a mid-frequency quantitative portfolio manager with an established track record in Long Short space.
Our client is looking to allocate between $100-500m of capital to a mid-frequency quantitative portfolio manager with an established track record in Long Short space.
An exceptional opportunity has arisen for a talented Trader specialising in Indices OR Options to work in Ireland for one of the World’s leading Global Systematic Hedge Funds. You will be part of a very successful team where you are able to utilize industry leading technology to design & create scalable trading strategies via a global platform.
The high frequency options market making group with this leading quantitative hedge fund is looking to hire a high-frequency trader with experience generating significant PnL in Asian Index Options markets. The group consists of traders, researchers and software engineers who work collaboratively and are one of the main profit centres within the organisation and market leaders in the markets in which they currently trade.
Big Data and technology driven systematic trading firm who specialise in using innovative statistical and machine learning techniques to gain an edge in the markets is looking to hire PhD and Post-Doctoral level research scientists to join a collaborative and collegial team of likeminded professionals.
Big Data and technology driven systematic trading firm who specialise in using innovative statistical and machine learning techniques to gain an edge in the markets is looking to hire PhD and Post-Doctoral level research scientists to join a collaborative and collegial team of likeminded professionals.
Big Data and technology driven systematic trading firm who specialise in using innovative statistical and machine learning techniques to gain an edge in the markets is looking to hire PhD and Post-Doctoral level research scientists to join a collaborative and collegial team of likeminded professionals.
One of most highly respected hedge funds in world who consistently achieving market beating returns are looking to hire a highly experienced Equity Statistical Arbitrage Portfolio Manager/Quantitative Researcher to take a hands-on role in managing and shaping the firms growing presence in quantitative equities.
My client is a global financial institution based in Chicago and is one of the leading equity and listed equity options market makers in the U.S. The firm also makes markets in over 18,000 OTC securities worldwide and is in the process of expanding into vanilla fixed income markets.
Our client is seeking an experience Trade Support Engineer to work in their Options Market Making team. The successful candidate will be working very closely with traders, developers and other support. This position will be responsible for the configuration management, support and assurance of the proprietary trading applications in multiple production locations.
We are looking for a trader to work with a Client who are building a fixed income swaps trading business and are competing with investment banks on low touch market making. Whilst doing this they are also building out their high touch algorithmic trading capabilities. The IRS Market Maker will trade the whole curve as well as cross currency swaps.
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