I'm delighted to once again be working with a New York/Chicago based hedge fund, looking to hire Quantitative Researchers into their team. The firm is asset agnostic, specializing in high Sharpe, capacity constrained strategies.
This will be a full-time role in New York or Chicago, in one of the firm's collaborative offices. Their infrastructure is strong, and there is a team of centralized quantitative developers to help optimize strategies. While looking for candidates with strong strategies, my client also has a huge interest in clever and engaging candidates who can add to the very strong culture of the firm.
What's on offer
- $150,000 + 25-35% PnL splits
- Central New York or Chicago office
- A collaborative and sociable working environment
The Role
- Trade or recreate existing strategies across asset classes and holding periods
- Apply your quantitative skills to solve problems within algorithm development and financial modelling
- Work alongside software engineers and developers to improve the firm's everchanging infrastructure
- The day to day will including honing existing strategies, building unique tools and developing new trade ideas
About you
- 2+ years' experience in quantitative trading, algorithm development or quantitative research within U.S. equities
- A STEM degree from a leading university
- Willingness to work independently on research, or alongside others on companywide projects
- Strong interpersonal skills and an entrepreneurial attitude
- A passion for technology and trading
If this is of interest, please feel free to apply directly or reach out to celia.dodds@harringtonstarr.com and we can organize an introductory phone call.
