Quantitative Researcher - Systematic Volatility Trading

A leading global trading firm is looking for a Quantitative Researcher to join their Systematic Volatility Trading team in Chicago. This role involves developing automated trading strategies and optimizing performance through research and innovation. The ideal candidate has 4-5 years of experience in quantitative research, preferably in options, along with strong programming skills in Python or C++. A highly competitive compensation package, including a discretionary bonus and comprehensive health benefits, is offered.