Quantitative Trader

Anson McCade; Chicago (IL); On-site; USD 180,000 - 270,000; Full time

Job summary

Anson McCade partners with a proprietary trading firm actively trading arbitrage and market making across cash and derivatives markets from Chicago and New York. The firm operates on CME, ICE, and Eurex with ultra low-latency infrastructure and a low-cost model.

The role involves setting up or leading high-frequency or intraday quant desks, researching and implementing systematic strategies, and collaborating with developers to productionize new ideas for trading across cash and derivatives

Qualifications

• 5+ years of experience as a Quant Trader with track record of researching and trading systematic strategies.
• Strong coding abilities in Python; C++ optional but valued.
• Experience leading/managing a team at another fund or sellside market making team is ideal.

Responsibilities

• Set up/lead a team of high-frequency or intraday Quant Researchers/Traders, or manage your own strategies independently.
• Research, implement and monitor systematic strategies, manage your own book.
• Work with developers to improve/maintain infrastructure and deploy new strategies into production.

Skills

Python

C++

Job description

Quantitative Trader – High-Frequency/Intraday – Chicago/New York

Anson McCade have partnered with a proprietary trading firm which actively trades arbitrage and market making strategies across cash and derivatives markets. This firm trades on key exchanges such as CME, ICE, and Eurex, and has ultra low-latency infrastructure with low cost structures for these venues. The firm is looking for experienced Quant PMs/Traders to set up desks where they will plug into the firm’s platform with the goal of trading independently in return for a PnL-based % payout which scales with realized Sharpe.

The Role:

• Set up/lead a team of high-frequency or intraday Quant Researchers/Traders, or manage your own strategies independently.
• Research, implement and monitor systematic strategies, manage your own book.
• Work with developers to improve/maintain infrastructure and put new strategies into production.

Requirements:

• 5+ years of experience as a Quantitative Trader, researching and trading systematic strategies in cash or derivatives markets.
• Strong coding abilities in Python. C++ is valued, but not a dealbreaker.
• Experience leading/managing a team at another fund or a sellside market making team is ideal.