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Our client, a Premier Chicago-based Proprietary Trading Firm is seeking a creative and energetic individual to fill the Senior Quant role of Quantitative Research Manager.
This person should bring a firm background of a wide variety of finance and derivatives related problem solving, as well as experience in high frequency analytics. In addition to working on problems individually, an important aspect of this role is to serve as a resource, sounding board, and mentor to the members of the quantitative research team, the software engineers interfacing with models and designing trading systems, as well as the traders. Our client will look for this individual to bring a thorough grasp of industry application of theory, as well as maintain an open mind to learn how our client views the world, and strive to meld the best ideas from both.
Responsibilities: - Work closely with quants and traders to develop a variety of derivatives models and trading algorithms
- Serve as a resource for the firm and especially other researchers to discuss projects, ideas, approaches, etc
- Provide recommendations on infrastructure and tools for the research team
- Interface with the software engineers as necessary to get integrate new tools and models into trading software
- Work with the business side to determine project priorities and approaches.
Experience and Skills: - Thorough understanding of trading, some trading experience preferred
- 10+ years experience in the financial industry and preferably a Phd in a math heavy field.
- Expert in some of: stochastic calculus, probability, statistics, time series analysis
- Deep understanding of the modeling of vanilla derivatives
- Prefer a thorough understanding of fixed income modeling concepts, standard industry approaches
- Experience in the area of high frequency data analysis and trading decision making.
- Basic understanding of technology issues related to model implementation and electronic trading
- Some programming experience required.
- Excellent communication skills and the ability to work with a wide range of personality types.
Our Client is a global proprietary trading organization. Their mission is to empower an organization of exceptional individuals to identify, capture and support trading opportunities in the global markets by leveraging and integrating technology, risk management and quantitative research.
Our Client is dedicated to building and maintaining a world class team and their benefits package reflects their commitment to their employees. It includes medical, dental, vision, life, STD, 401(k), and flexible spending, as well as other unique benefits such as daily catered lunch, breakfast, casual dress, game room, and yoga.
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