The firm was founded in 1979 and has been trading commodities, futures, options and securities since their inception. They have many divisions and teams that range from strategies that have holding periods of months to ultra-low latency trading with trades occurring in milliseconds.
The firm is compromised of dozens of various portfolio managers who mange their own teams and build them out in their own vision, allowing for independence and creativity within the teams. The back office infrastructure and support staff is also one of the best in the industry.
Our client is looking to add to a few of their desks in 2020, with the main focuses being in expanding their Fixed Income and Futures portfolios across the firm. Quant Developers and Quant Strategists are the most pressing need for them and they will consider qualified candidates (see below) with experience in those fields. The new hire can expect to be working in a competitive and fast paced environment from day one and will receive support from all divisions within. Working closely and collaboratively with the Portfolio Managers, Researchers and Traders is a large part of the role.
- 3+ years in a strategy or quant development role
- 3+ years experience at a Hedge Fund or High Frequency shops are the most desired
- High proficiency in C++ (Python is a plus)
- Advanced degree in Computer Science or related field (PhDs from top programs are preferred)
- Ability to work in a fast paced and extremely competitive environment
- Original ideas and strategies for how to approach markets
- Desire for large, personal financial growth