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;
- Apply statistical, mathematical and computational data processing techniques central limit order book data.
- Find, develop, test and apply short term predictive indicators to market making and high frequency proprietary trading.
- Optimize and calibrate existing high frequency trading strategies to new markets and products.
Requires:
- PhD from a top 20 university.
- Subjects: Maths, Physics, Computer Science, Operations Research, Machine Learning
- Coding: Matlab, R, Python, C++.
- Preference for experienced candidates from high frequency prop trading firms but will also accept applicant with exceptional academic credentials and strong technical and mathematical skills.
