Chicago Hedge Fund Hiring Quant Researchers / Cross Asset Trading / $ High

United States Flag
Chicago, United States
$ High
Career Levels
Position Type
Employment Type
Full Time
Start Date
14 Sep 2017
Post Expires
09 Nov 2017
Successful Hedge Fund in Chicago seeks an addition to their collegiate team of Quantitative Researchers working on fully automated cross asset strategies.


As a member of the team, you will work on the full lifecycle of existing and new trading strategies. This will involve researching and back testing new strategies; C++ development of the trading platform & tools, enhancements to existing trading algorithms and the trading platform and managing day to day trading of models and profitability of strategies.
You will be responsible for:-
Identifying trading signals that are ripe for further research .
Back testing and optimizing new and existing models
Implementing new models
Executing and monitoring trades.


2 years experience plus in a Proprietary Trading Group or Hedge Fund in a position as a Quantitative strategist or trader that has seen you generate research ideas, back-test and trade.
Experience of developing fully automated statistically driven strategies .

Ideally you will have experience of working on macro systematic strategies or multi factor models.

Evidence of strong performing strategies that have been in production for over a year, including strong Sharpe Ratios and PnL.

PhD dominated on the research, design and C++ implementation of complex algorithms.

Strong hands on Computer skills (C++, Java, C#, Python).

They prefer candidates to be based in either Chicago or NY.

This an opportunity to work in a very transparent and meritocratic environment where you will have freedom to come up with your own research ideas.


Please send a Word resume to Sara Hunter at

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Recruitment Agency
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