Friday, March 12, 2010

High Frequency Financial Engineer (PhD) C++ (Chicago)

Candidate invites of all types welcome. Send to email listed, and there may be positions for you in the near future, broaden and expand your contacts!

If qualified, email resume to QuantRec

Candidates meeting the description below will be contacted PROMPTLY.

Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

The candidate will conduct research in high frequency trading algorithms.

• Minimum of 2 years of advanced development work in C++

• Strong knowledge of option pricing theory and numerical methods

• Exceptional research abilities

• Excellent communication skills

• PhD degree in Finance, Computer, or in exact science, or Master Degree in Financial Engineering or similar.


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