Quant Traders

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Quant Traders, Chicago, IL: Work with inter-disciplinary teams of traders & technologists & use trading models to trade profitably on major electronic exchanges; use statistical & mathematical approaches & develop new models to leverage trading capabilities. Must have Master’s in Math, Physical Science, Computer Science, or Engineering w/min GPA of 3.4/4.0. Previous internship/work experience in a financial services or quantities trading firm required. Must have proven graduate level coursework in 2 or more of the following courses: Probabilistic Analysis, Statistical Methods, Data Mining/Analysis, Mathematical Finance, Algorithms, Theory of Parallel Systems, Multi-agent Systems, Machine Learning. Send resume to GETCO, LLC, 141 W. Jackson Blvd., Suite 210, Chicago, IL 60604, Job Code: 2141.

Requirements Please see job description for requirements.

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High Frequency Trading UNIX/Perl/SQL

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Description

High Frequency Trading UNIX/Perl/SQL

We have a unique opportunity for an experienced UNIX scripter to join a tightly-knit team of Quantitative Hedge Fund Traders. In this role you will develop and maintain the fully automated trading infrastructure for medium and high frequency equities, futures and currencies for traders across the US and in Asia. All trading operations and systems operate with state of the art technology for stat arbitrage and prop trading.

Great opportunity to leverage technical skills to break into cutting edge financial services!

The current team of 4 people is looking for someone who is technical by nature and:

Ø Has the ability to write scripts
Ø Query the database
Ø Troubleshoot issues and monitor trading operations

As the Trading Strategy Operator you will monitor and ensure trading strategies are running smoothly during US market hours and take appropriate action when needed. In return for your experience and skills you will have the opportunity to on the front line, learn directly from an expert with real trading experience and learn different trading technologies, different asset classes and work closely with the trading desk.

Requirements

Ø Comp Science or Engineering degree (top tier school is a plus)
Ø Minimum of two years experience working with UNIX
Ø Technical skills – Perl, Shell, SQL
Ø Strong Communication skills – able to communicate clearly and interact with traders daily
Ø Attention to detail, able to prioritize and multi-task
Ø Good problem solving and troubleshooting skills
Ø Experience writing scripts to write reports and restoring databases.

Prior financial industry experience is not required. If you are seeking to work in an AGILE environment with cutting edge tools and resources and want the opportunity to improve the infrastructure that runs High Frequency Trading Strategies, this is a shot at a booming industry and new career!
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Quantitative Traders - Strategy Development

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Description

Quantitative research and trading firm is looking for traders and developers with existing high frequency, intraday strategies that can be fully automated. We will consider outright, spread, and arb strategies. We can offer membership rates on most exchanges, infrastructure that provides top notch execution, and access to institutional capital. Significant capital can be committed and increasing amounts will be applied as strategies prove themselves. Profit participation is likely to exceed what you would receive at a hedge fund. Relocation is not necessary.

Please send a presentation of your strategy. Provide as complete a description as possible, along with return statistics, without giving away proprietary algorithms.

Requirements

•Minimum of three years experience building quantitative models for a hedge fund, bank, or prop trading firm

•PhD in a quantitative discipline is preferred but not required

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Quantitative Traders - Strategy Development

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Description Quantitative research and trading firm is looking for traders and developers with high frequency, intraday strategies that can be fully automated. We are open to outright, spread, and arb strategies. Established relationships allow us membership access to several exchanges and execution charges will be minimal. Significant capital can be committed and increasing amounts will be applied as strategies prove themselves. Infrastructure in place provides hard to beat speed of execution. Profit participation is very competitive.

Requirements

•Minimum of three years experience building quantitative models for a hedge fund, bank, or prop trading firm

•PhD in a quantitative discipline is preferred but not required

Please send as complete a discription as possible the of strategy and return statistics/profle withtout giving away proprietary information

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High Frequency Quant Trader

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Description
About our client

NYC based hedge fund with approximately 9bln AUM

Job description
Firm looking to expand its team of experienced High Frequency Quant traders with strong track records.

What's on offer

Base plus bonus

Requirements Who we are looking for

Must have experience as a High Frequency Trader with Sharpe Ratio above 3.
Masters Degree preferred

For further information please forward a detailed resume along with current salary, in strict confidence by applying on Michael Page website

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Quantitative Traders at NY

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Description

We have Multiple Quantitative Traders position open at NY Our clients are Hedge Funds and Energy

Requirements

* A strategy that is currently and consistently profitable; we are open to all markets and asset class categories
* Excellent Return on Capital (ROC)
* A proven track record (not just back-test data)
* Experience at a top hedge fund or bank a plus
* Degree from a top college or university a plus

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Electiricity Financial / Stats Engineer and Trader

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Description

One stop shopping for financial technology jobs!

We deal with more trading companies in the Chicago area, than any of our competitors and challenge you to find another technology recruiter in business for more than 25 years!

Electricity Financial / Stats Engineer & Trader

Location: Willing to re-locate to the capital of Black Box trading CHICAGO

Company Description: Our client is a growing proprietary trading firm focused on electronic trading. The environment is high energy and fast paced.

KEYWORDS: Energy, trading, strategies, FTR, auctions
Requirements

Understand the stats behind Energy trading and how to use these in developing proprietary trading strategies. Power basis trader covering PJM, NYISO, ISONE, MISO. FTR auctions. Knowledge of transmission patterns.

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Energy Trading Desk Quant

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Description

PRESTIGIOUS ENERGY COMPANY in Connecticut

Stamford

Must have a PHD and currently be on in the front office supporting the energy traders doing mathematical modeling.

The Quantitative Analyst will work on various projects including, but not limited to developing, enhancing, and operating a proprietary capital sufficiency model for a Credit Derivatives Product Company, optimizing its capital structure, modeling structured credit transactions, as well as analyzing the investment portfolio. Successful candidates should have a PHD degree in a quantitative and/or finance discipline; analytic experience in an investment or banking firm is a significant advantage but not required. Competitive compensation.

The teams need is more of the quantitative analysis and financial mathematics type (as opposed to programming), as well as some familiarity with derivates product company's capital structure and its optimization, and various issues surrounding corporate finance (return on equity, revenue projection, etc) and investment products. along that line also comes with the need to be able to intuitively anticipate/explain the complex model's results, and communicate in non-technical language.

PHD required in Ecomomics, Mathematics, Physics....or comparable.

Will pay top dollar to extraordinary talent.

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Quant Trader - Equities

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Description
Financial trading firm in New York is looking to hire quantitative equity traders. Candidates should have excellent knowledge of Equity Markets with prior experience in equities prop trading, statistical arbitrage, microstructure research and/or implementation of high-frequency algorithmic trading models.

Requirements
2 - 10 years of experience. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is required. Good mathematical, statistical or econometric modeling skills are required. Excellent knowledge of computer science. Good communication skills.

Derivatives, Equity Derivatives, Quantitative Modeler, Physics, Statistics, Finance, Computer Science, fixed income derivatives, interest rate derivatives, modeling, quant, statistical arbitrage, high-frequency trading

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Analytical Traders wanted for London Algorithmic Trading Firm

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Description
Allston Trading is looking for a number of analytical traders for their London Office. The position will involve the daily operation and oversight of our trading systems. The ideal candidate would have the ability to work in a high pressure trading environment and the background to understand complex algorithmic processes. The candidate will be able to contribute in a team environment and will possess a strong curiosity and desire to learn. Specifications: Bachelor's degree in a technical discipline required. Master’s degree or professional designation a plus. Ability to do light programming and analysis to aid in trade design and optimization. Some experience in financial markets preferred but not required Work on analytical research projects may be considered as relevant experience About Allston Trading We trade electronically in financial markets around the world, 24 hours/day (including Asian and European markets), and we have offices located in the heart of the financial districts of Chicago and London. One of the many rewards of working with us is that we are small enough that your work matters and visibly contributes to the company’s growth. Compensation is very competitive with comprehensive benefits including health and life insurance, personal financial benefits and generous quarterly bonuses. If this opportunity interests you, kindly send a cover letter stating why you want to be a trader and resume to [Click Here to Email Your Resumé]

Requirements
Allston Trading is looking for a number of analytical traders for their London Office. The position will involve the daily operation and oversight of our trading systems. The ideal candidate would have the ability to work in a high pressure trading environment and the background to understand complex algorithmic processes. The candidate will be able to contribute in a team environment and will possess a strong curiosity and desire to learn. Specifications: Bachelor's degree in a technical discipline required. Master’s degree or professional designation a plus. Ability to do light programming and analysis to aid in trade design and optimization. Some experience in financial markets preferred but not required Work on analytical research projects may be considered as relevant experience About Allston Trading We trade electronically in financial markets around the world, 24 hours/day (including Asian and European markets), and we have offices located in the heart of the financial districts of Chicago and London. One of the many rewards of working with us is that we are small enough that your work matters and visibly contributes to the company’s growth. Compensation is very competitive with comprehensive benefits including health and life insurance, personal financial benefits and generous quarterly bonuses. If this opportunity interests you, kindly send a cover letter stating why you want to be a trader and resume to [Click Here to Email Your Resumé] [

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Quantative Trader - Equities

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Description
Financial trading firm in New York is looking to hire quantitative equity traders. Candidates should have excellent knowledge of Equity Markets with prior experience in equities prop trading, statistical arbitrage, microstructure research and/or implementation of high-frequency algorithmic trading models.

Requirements
2 - 10 years of experience. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is required. Good mathematical, statistical or econometric modeling skills are required. Excellent knowledge of computer science. Good communication skills.

Derivatives, Equity Derivatives, Quantitative Modeler, Physics, Statistics, Finance, Computer Science, fixed income derivatives, interest rate derivatives, modeling, quant, statistical arbitrage, high-frequency trading

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Analytical Traders

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Description
Allston Trading is looking for a number of analytical traders for their London Office. The position will involve the daily operation and oversight of our trading systems. The ideal candidate would have the ability to work in a high pressure trading environment and the background to understand complex algorithmic processes. The candidate will be able to contribute in a team environment and will possess a strong curiosity and desire to learn. Specifications: Bachelor's degree in a technical discipline required. Master’s degree or professional designation a plus. Ability to do light programming and analysis to aid in trade design and optimization. Some experience in financial markets preferred but not required Work on analytical research projects may be considered as relevant experience About Allston Trading We trade electronically in financial markets around the world, 24 hours/day (including Asian and European markets), and we have offices located in the heart of the financial districts of Chicago and London. One of the many rewards of working with us is that we are small enough that your work matters and visibly contributes to the company’s growth. Compensation is very competitive with comprehensive benefits including health and life insurance, personal financial benefits and generous quarterly bonuses. If this opportunity interests you, kindly send a cover letter stating why you want to be a trader and resume to [Click Here to Email Your Resumé]

Requirements
Allston Trading is looking for a number of analytical traders for their London Office. The position will involve the daily operation and oversight of our trading systems. The ideal candidate would have the ability to work in a high pressure trading environment and the background to understand complex algorithmic processes. The candidate will be able to contribute in a team environment and will possess a strong curiosity and desire to learn. Specifications: Bachelor's degree in a technical discipline required. Master’s degree or professional designation a plus. Ability to do light programming and analysis to aid in trade design and optimization. Some experience in financial markets preferred but not required Work on analytical research projects may be considered as relevant experience About Allston Trading We trade electronically in financial markets around the world, 24 hours/day (including Asian and European markets), and we have offices located in the heart of the financial districts of Chicago and London. One of the many rewards of working with us is that we are small enough that your work matters and visibly contributes to the company’s growth. Compensation is very competitive with comprehensive benefits including health and life insurance, personal financial benefits and generous quarterly bonuses. If this opportunity interests you, kindly send a cover letter stating why you want to be a trader and resume to [Click Here to Email Your Resumé] [

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Quant Trader

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Description
Financial trading firm in New York is looking to hire quantitative equity traders. Candidates should have excellent knowledge of Equity Markets with prior experience in equities prop trading, statistical arbitrage, microstructure research and/or implementation of high-frequency algorithmic trading models.

Requirements
2 - 10 years of experience. A BS, MS or PhD in Mathematics, Computer Science, Physics or other quantitative field is required. Good mathematical, statistical or econometric modeling skills are required. Excellent knowledge of computer science. Good communication skills.

Derivatives, Equity Derivatives, Quantitative Modeler, Physics, Statistics, Finance, Computer Science, fixed income derivatives, interest rate derivatives, modeling, quant, statistical arbitrage, high-frequency trading

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Quantative Trader

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Description

Quantitative Trader

Chicago

[Click Here to Email Your Resumé]

Citadel Investment Group, LLC

has openings for the position of Quantitative Trader - High Frequency in our Chicago, IL office. Research, implement, and trade statistically-based strategies in equities and derivatives. F/T. Email cover letter and resume to:

[Click Here to Email Your Resumé]. Reference job code R-0082. Principals only need apply.

Source - Chicago Tribune

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Mid Level Quant Trader for Hedge Fund NY. $200-300K

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Description
Quant Trader, PhD, Statistics, C++, Strategy development, Blackbox trading, Trasde execution, Computer Science Are you looking for someone to support and nurture you and help you make the most of your quantitative skills? My client is a veteran within the Quant Trading space and is currently hiring junior-mid level Quant Trader who need help on how to make money out of the strategies they have started to develop.

You will have a PhD in Science/Math with a strong computer science inclination. The ideal candidate will have started working on cleansing and preparing data for a high frequency strategy and will understand the concept of alpha generation. In addition, you may have been involved in an execution quant role where you have been backtesting and implementing other Portfolio Managers'/Traders' statistically driven trading strategies.

Here is your chance to prepare to run your own book. My client will give you a low cost execution environment and will help you to understand the concepts behind identifying signals and making your strategy a formula that leads you and the Fund to wealth.

If you are looking for a supportive Quant Trading environment and feel that you need guidance to be your best, send your resume to Kunjal Tanna at Huxley immediately for consideration!

Requirements
QUANT ANALYSIS

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High Frequency Quantitative Trader - Equities. $ 400K to $ 800K

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Description
Exclusive proprietary trading group focusing on high frequency quantitative and systematic trading is looking to add an experienced quantitative trader/portfolio manager focusing on equities. Group and Position

Proprietary trading group focusing on high frequency trading strategies including equities and foreign exchange is looking to add an experienced quantitative trader currently running high frequency strategies on an investment bank prop desk or at a hedge fund.

Excellent opportunity to expand the capital on your strategy and develop further strategies with one of the top groups on the street. Work with a team of strong quantitative traders, excellent research facilities, and some of the best execution platforms.

Requirements

At minimum 3 years of experience in either a group working on high frequency equity trading or running own strategies at a hedge fund or bank with over $ 20 MM capital

Strong quantitative background, either a PhD or a MS in a scientific, mathematical, or computer science background.

Contact

To apply for this position, please submit your resume confidentially to Alexander at Huxley Associates at quants.usa(at)huxley.com with the reference code “AEKE” and/or contact him at (212) 707-8220 after submitting your resume.

Requirements
QUANT ANALYSIS

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Quant Traders

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Description
We offer some of the finest Quantitative roles in the Hedge Fund, Investment (Banking and Alternative) as well as Trading roles - please conact us if you do not see what you are seeking as we do not have ALL our roles currently posted.

Quant Analysts and Portfolio Managers / Quantitative Traders / Program Traders!!

These positions are for those with PhD's from the top schools in the land. You will have 1+ year of work experience through 10+ years experience.

We are seeking those with strategies that are looking for a new home to implement and profit from their years of hard work.

We are particularly interested in the following: Extensive Agency / Principal Trading experience.

Must have experience with automated execution algorithms such as vwap etc

Convertible Bond Arbitrage Equities (Japanese is a plus!)
Credit Derivatives
Interest Rate
Index Volatility
Statistical Arbitrage
High Frequency Trading


Primary Responsibilities

Program Trader
Quantitative Analyst
Portfolio Manager
Trading Strategist
Systematic Trading
Job Qualifications

5+ Years Experience
PhD Level from Ivy League
Hedge Fund / Investment Banking experience
NYC CT Chicago Locations
30MM Revenue generation

100% discretion assured!

Requirements
We offer some of the finest Quantitative roles in the Hedge Fund, Investment (Banking and Alternative) as well as Trading roles - please conact us if you do not see what you are seeking as we do not have ALL our roles currently posted.

These positions are for those with PhD's from the top schools in the land. You will have 1+ year of work experience through 10+ years experience.

We are seeking those with strategies that are looking for a new home to implement and profit from their years of hard work.

We are particularly interested in the following: Extensive Agency / Principal Trading experience.

Must have experience with automated execution algorithms such as vwap etc

Convertible Bond Arbitrage Equities (Japanese is a plus!)
Credit Derivatives
Interest Rate
Index Volatility
Statistical Arbitrage
High Frequency Trading


Primary Responsibilities

Program Trader
Quantitative Analyst
Portfolio Manager
Trading Strategist
Systematic Trading
Job Qualifications

5+ Years Experience
PhD Level from Ivy League
Hedge Fund / Investment Banking experience
NYC CT Chicago Locations
30MM Revenue generation

100% discretion assured!

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