Chicago, Selby Jennings
Senior Quantitative Research- Quantitative Prop Trading- Chicago
A leading Proprietary Trading firm seeks an experienced quantitative researcher with experience in developing and maintaining quantitative FX and Futures strategies.
The position is for a senior candidate, therefore requiring significant experience within quantitative portfolio management. You will be working alongside heads of different systematic desks to develop new and innovative strategies.
Responsibilities of the Role-
Creating Systematic FX investment strategies for G10 and emerging markets.
Developing systematic currency trading strategies, as well as back-testing and implementation.
Application of Risk, return methods, and portfolio optimization.
The ideal candidate will have:
A strong academic background, reflected in their research interests
Developing Systematic FX Strategies across G10 and Emerging Markets.
In-depth knowledge of quantitative finance and FX strategy is essential.
The necessary programming languages are C++ and R, although the candidate should have a well rounded skill set including other languages such as Matlab and some object orientated skills i.e Java.
This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record. This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.
Interviews are currently taking place; therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to firstname.lastname@example.org or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format. @