Overview
On Site
USD 500,000.00 - 600,000.00 per year
Full Time
Skills
Fixed Income
Equities
FX
Commodities
Energy
Trading
Data Acquisition
Storage
Accessibility
Visualization
Interfaces
Research
Computer Science
Computer Engineering
Software Development
Python
C++
HFT
OOD
Data Structure
Algorithms
Finance
Mathematics
Computer Hardware
Network
Multithreading
Job Details
Location: Chicago, NYC, or Greenwich (CT)
Compensation: $500-600k total compensation
My client is a leading proprietary trading firm based in Chicago that trades a variety of asset classes, including Fixed Income, ETFs, Equities, FX, Commodities and Energy, across all major global markets. They are currently looking for a Research Engineer to join the FICC trading team. You will work with researchers and traders to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets.
The role:
Requirements:
Contact
If this sounds like you, please send your resume to:
George James
+1
linkedin.com/in/george-james98
Compensation: $500-600k total compensation
My client is a leading proprietary trading firm based in Chicago that trades a variety of asset classes, including Fixed Income, ETFs, Equities, FX, Commodities and Energy, across all major global markets. They are currently looking for a Research Engineer to join the FICC trading team. You will work with researchers and traders to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets.
The role:
- Design trading strategy simulation software optimized for distributed computation
- Develop software for large-scale data acquisition, storage, accessibility, and visualization
- Create user interfaces for data exploration and post-trade analysis
- Accelerate the research lifecycle from strategy prototype to production deployment
Requirements:
- Bachelor's degree in Computer Science, Computer Engineering, or related field
- Excellent software development skills in Python and modern C++
- 5+ years' relevant experience working at a HFT or quantitative firm
- A strong understanding of object-oriented design, data structures and algorithms
- A strong understanding of quantitative finance mathematics
- An understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
- Skills in multi-threaded applications
- Demonstrated ability to produce algorithmic code in a fast-paced environment
Contact
If this sounds like you, please send your resume to:
George James
+1
linkedin.com/in/george-james98
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