Senior Quant Derivatives Trader - Systematic Strategy Lead

J K Barnes; Chicago (IL); On-site; USD 120,000 - 260,000; Full time

Job summary

J K Barnes, an established proprietary trading firm, is seeking an experienced Quantitative Trader to develop and manage systematic strategies across liquid derivatives markets. The trader will own the strategy from research through live trading, require a demonstrable edge, disciplined risk management and detailed understanding of capital usage.

Candidates should have strong Python or C++ programming skills and a live track record; exposure to pricing, signals, and portfolio construction is

Qualifications

• Professional quantitative trading experience at a prop trading firm, hedge fund or investment bank.
• Demonstrable live track record with detailed performance information.
• Strong knowledge of derivatives pricing, trading and risk management.
• Experience developing systematic signals and production trading models.
• Strong programming skills in Python, C++ or comparable languages.
• Understanding of leverage, margin, liquidity and strategy capacity.
• Ability to explain sources of PnL, drawdowns and performance across market conditions.
• Personal ownership of results and commercial judgment.

Responsibilities

• Research, develop and deploy systematic derivatives strategies.
• Take ownership of the strategy from initial research through live trading.
• Develop pricing, signal-generation and portfolio-construction models.
• Analyse volatility, market behaviour, liquidity and execution costs.
• Manage positions, exposures and portfolio-level risk.
• Monitor live performance and improve strategies without compromising edge.
• Work with developers and senior traders to strengthen research and execution.
• Identify new products and markets for deployment.

Skills

Python

C++

Systematic trading

Risk management

Job description

J K Barnes, an established proprietary trading firm, is seeking an experienced Quantitative Trader to develop and manage systematic strategies across liquid derivatives markets. The trader will own the strategy from research through live trading, require a demonstrable edge, disciplined risk management and detailed understanding of capital usage.

Candidates should have strong Python or C++ programming skills and a live track record; exposure to pricing, signals, and portfolio construction is