Quantitative Strategist

Quantitative Strategist - Options Market MakerAbout the FirmOur client is an established, technology-driven proprietary trading firm that specializes in listed derivatives market making. The firm builds its own low-latency infrastructure, pricing models, and trading strategies in-house, and its culture rewards collaboration, automation, and evidence-based decision-making. It has a global presence, with several international offices; one of its largest offices is in Chicago, where this role is based.The RoleThe firm is expanding its quantitative research and trading capabilities, and is hiring a quantitative strategist to work directly alongside traders and researchers. You’ll turn research ideas into production-grade trading logic and see the results reflected directly in trading performance. They're looking for someone who is a strong programmer, a creative problem-solver, and genuinely curious about how markets work.ResponsibilitiesWrite and maintain production code for trading strategies, including pricing, order execution logic, and performance tuning, working alongside traders, researchers, and infrastructure engineersEvaluate market signals and integrate relevant ones into live trading systemsImprove the existing codebase by recommending better designs, efficiency gains, and enhancements tied to trading objectivesBuild quick prototypes of new strategy ideas grounded in quantitative analysis and market researchTrack developments in market structure and the wider industry, and apply what you learn to strategy refinementSolve mathematical and engineering problems under time pressure as market conditions shiftKeep building your knowledge of markets and trading mechanics to strengthen the team’s workRequirementsUndergraduate or advanced degree in a quantitative or technical discipline (STEM or similar)At least three years in a quantitative research or software role, ideally in finance or tradingStrong Python skills; C++ experience is a bonusSolid grounding in several of: linear algebra, numerical methods, statistics, optimization, signal processing, computer architecture, machine learning, and high-performance or parallel computingSharp analytical thinking and the ability to produce accurate answers quickly when conditions changeReal interest in financial markets and a willingness to learn how trading worksIf this role looks interesting, please apply directly or reach out to me at celia.chappelow@harringtonstarr.com to organize an introductory call.