We are looking for someone to develop HF strategies in multiple asset classes (equities, futures, and FX) using the in-house HF simulator. The person should be proficient in C++/Linux, can generate creative ideas, and be able to handle details efficiently. Working experience with back testing or running an actual High Frequency strategy is a must. Position based in CT.

Candidate must have:

Very strong hands-on experience with C++ (2+ years min)
A quantitative or hard science degree from a top tier educational institution
a minimum 1 year of experience developing high frequency strategies from research to implementation

To apply:

Send the most current resume attached as a word document to kcassata@optionsgroup.com with the job title in the subject line. All submissions will be reviewed and qualified applicants will be contacted immediately

To apply: Send the most current resume attached as a word document to kcassata@optionsgroup.com with the job title in the subject line. All submissions will be reviewed and qualified applicants will be contacted immediately

Founded in 1992, Options Group has always prioritized maintaining an intimate relationship with the financial services industry and its key participants. Options Group offers financial services companies a broad array of integrated services. These include Executive Search, Strategic Consulting, and Market Intelligence. Options Group, with its global footprint and growing Emerging Markets presence in the financial services industry, has combined their strong historical relationships and product and geographical knowledge with technology, creating a deep and valuable proprietary database.