Quantitative Researcher (high frequency), Chicago, IL

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Quantitative Researcher (high frequency)

Quant researchers needed for our prop trading clients.

Modeling of intra-day high frequency relationships and market microstructure across various financial instruments
Collaborate with traders on development of alpha-driven models to be used in high-frequency intra-day trading

Candidate Qualifications:

PhD in quantitative discipline such as: Math, Physics, Statistics, Operations Research or Economics/Finance
Should have modeling experience in a front-office trading environment (does not have to be high frequency)
Will consider without a PhD with extensive high frequency trading experience. Masters required
Knowledge of R or Matlab
C++ knowledge is a plus