Quantitative Researcher

Aurum Search Limited; Chicago (IL); On-site; USD 150,000 - 230,000; Full time

Job summary

Aurum Search Limited is recruiting a Quantitative Researcher/Trader to join a leading global Tier 1 proprietary trading shop. The role sits on the rates desk in either Chicago or New York, trading intraday RV strategies on US Treasuries and handling both HFT and MFT approaches.

The ideal candidate will bring experience in systematic intraday strategies on fixed income, and from top tier market makers, banks, or hedge funds. RV frameworks familiarity is highly valued.

Qualifications

• Experience developing systematic intraday strategies already on fixed income.
• Experience from a leading Market Maker, Bank or Hedge Fund.
• Experience with RV treasury strategies preferred.

Responsibilities

• Trade HFT and MFT strategies on US Treasuries as part of a rates desk.
• Join a high‑performing systematic rates team focusing on intraday RV strategies.
• Apply expertise across market making and proprietary signals.

Skills

Systematic intraday strategies (fixed‑

Quantitative research

RV frameworks

Trading systems

Job description

My client is a leading global Tier 1 prop shop who are looking to find a Quantitative Researcher/Trader to join their desks in either Chicago or New York.

This successful candidate will be part of a high performing systematic rates team, trading both HFT and MFT strategies on US Treasuries.

While exposed to both market making and proprietary trading signals across multiple holding periods, this person will be bringing an expertise on intraday RV treasury strategies.

The ideal candidate will have:

• Experience developing systematic intraday strategies already on fixed income
• Have relevant experience from a leading Market Maker, Bank or Hedge Fund

It is highly preferred but not required to have experience with pricing/valuation and RV frameworks.