Quantitative Researcher

Quant Researcher, HFT Equities/Futures – NYC/ChicagoAnson McCade have partnered with a renowned proprietary trading firm which engages in market making and position-taking strategies across liquid Equities, Futures, and Options markets. The firm has a flat, collaborative and open environment, where Quantitative Researchers carry out full-stack research from preprocessing data and feature engineering through to strategy implementation and monitoring in live trading. They have a mandate to hire Quantitative Researchers in either New York and Chicago, and have particular interest in Quants with experience researching ultra-low latency or co-located strategies through to models with intraday/daily trading horizons. The Role: Design, engineer and implement research and trading software for electronic tradingCover additional functions such as strategy optimization, post-trade analytics and PnL attribution.Use advanced research techniques to develop trading models.Peer-review the research of other quantitatives at the firm and collaborate with development specialists on the implementation and optimisation of alphas. Requirements:An advanced degree, such as a Master of Science or PhD from a top university in a STEM field of study.Advanced coding proficiency in Python, in addition to familiarity and willingness to learn C++.Prior experience within Quantitative Research for electronic trading is highly beneficial.