Quantitative Trader

Alexander Chapman; Chicago (IL); On-site; Full time

Job description

Responsibilities

• Research, develop, and optimize high-frequency trading strategies across derivatives markets
• Analyze large-scale market and tick-level datasets to identify trading opportunities
• Improve execution quality, signal generation, and strategy performance
• Collaborate with researchers, traders, and technologists to bring ideas into production
• Monitor live strategies and continuously refine performance in changing market conditions
• Contribute new ideas and take ownership over strategy development from concept to deployment

Requirements

• Strong experience in HFT trading and/or quantitative research within derivatives markets
• Deep understanding of market microstructure and electronic trading environments
• Strong quantitative background in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field
• Excellent programming skills (Python and/or C++)
• Experience working with large datasets and building systematic strategies
• Entrepreneurial mindset with the ability to work independently and generate ideas

Why This Opportunity?

• Significant autonomy and ownership over your work
• Join a highly regarded and deeply respected team within the industry
• Work in a collaborative, high-performance environment where strong ideas are acted upon quickly
• Opportunity to have direct impact and influence on trading outcomes
• Competitive compensation with strong upside potential

This role is ideal for someone looking to combine the pace and sophistication of high-frequency trading with the freedom to make a real impact.