A leading Proprietary Trading firm with offices in Chicago and London is seeking to build out its Financial Engineering Group in the areas of algorithm design, high-frequency data modeling and statistical analysis.

The firm trades on a multi-asset basis and is particularly expanding its presence in High-Frequency Trading. The Financial Engineering Group within the firm develops, implements and manages models and ideas into automated trading strategies to interface with electronic marketplaces. 

Principal responsibilities of the role include; the development of detailed specifications for trading algorithms, the performance of historical tick-data analysis to improve existing trading models and create profitable quantitative strategies, contribution to development of trading analytics and risk management tools and the performance of statistical analysis studies.

Potential candidates should possess advanced mathematical and quantitative skills, some programming experience in Java/C/C++, knowledge of modelling languages (S/R/MATLAB) as well as database queries (SQL/KDB/Q) and ideally 1-3 years experience in electronic financial markets with exposure to a live trading environment and high-frequency trading.

To apply: Please send your CV to c.hallinan@njfsearch.com or call Chris on 0207 604 4444

NJF Search International is a boutique Executive Search Recruitment Consultancy that specialises in making placements in Quantitative Finance across the Globe.