- Amsterdam/Chicago
Our client is an HFT/prop trading house built by mathematical wizards from scratch to 200 individuals for the last 15 years. The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.
We seek a senior researcher with experience in an HFT firm dealing with cash equities, futures, or options. They are happy to give you full autonomy with a team of junior researchers – Olympiad winners. They are open to outbidding any available offers and remuneration expectations for the right person.
Requirements:
- 5+ years of experience in an HFT prop-trading firm.
- Significant expertise in using non-linear models in HFT strategies.
- Significant experience in alpha-research, knowledge of building out research pipelines.
- Proficient in Python. C++ will be an advantage, but not a pre-requisite.
- No preference toward the asset class, but cash equity experience would be an advantage.
- Experience in MFT strategies would be an advantage.
- CQF is a bonus.
Responsibilities:
- Researching new trading ideas within different asset classes.
- Feature designing and contribution for the research pipeline.
- Leading and mentoring team members.
Remuneration Package: Total compensation from $850k to $1.1 million, with possible P&L split on the book (levels would be discussed).
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