Quantitative Researcher: High-Freq Equity & Options

A global trading organization in Chicago is seeking experienced quantitative researchers to develop high-frequency trading strategies and predictive models. This core role involves analyzing existing models, conducting large-scale data analysis, and collaborating closely with engineers to rapidly implement ideas into production. Candidates should have over 3 years of experience in quantitative research, strong programming skills in Python, and a solid academic background in relevant fields. A commitment to innovation and collaborative working is essential.