Join an Exclusive Systematic Research Team in Chicago's High-Frequency Trading Sector Company: Goliath Partners has partnered exclusively with a scaling HFT/ Intraday Futures, Equities focused Quant Fund based in Chicago.
Role:
The firm is seeking a talented Quantitative Researcher to join a dynamic HFT/ Intraday Futures/ Equities team Onsite in Chicago. This role presents a unique opportunity to contribute significantly to our high-performing desk. This is not just a job; it's a pivotal role within a leading Quant Fund where your contributions will directly impact our success. You'll collaborate with top-tier professionals in a stimulating environment that fosters innovation and growth.
Responsibilities:
Design, implement, and optimize software for strategy development.
Develop and implement new trading alphas.
Maintain and enhance our automated electronic trading strategy portfolio.
Utilize machine learning and data science techniques to advance modeling across futures and equities.
Requirements:
Advanced Degree in Statistics, Mathematics, Computer Science, Physics, or a related field.
Proven experience (3+ years) designing and implementing financial strategies.
Strong background in machine learning and data science methodologies.
Familiarity with market data simulation.
Proficiency in C++ or Python.
Compensation:
Competitive compensation package for the ideal candidate will be a package starting at $650k and up to $3M for tenured professionals. Additional incentives including deferred bonuses, sign-on bonuses, and discretionary bonuses.
We are working with a hedge fund in Manhattan that is looking at scaling up its development function to support the trading teams. Firm is modest in s...
