Experienced Quant Developer required – Leading Proprietary Trading House – GPU/CUDA/HPC/Genetic Algorithm Greenfield Project– Chicago – Up to $140k + Bonus + Package OR Contract/Interim recruitment

Montash Associates is partnering with a leading Chicago based proprietary trading house, and are looking to source an experienced Quantitative Developer to work on a state of the art, greenfield project.

The firm is a well-established, cross asset trading firm. They trade on both a systematic and discretionary basis. They have offices in Asia, US and the UK. They have a number of different divisions, and an exceptional infrastructure already in place.

The role works directly alongside the traders and existing quant development team. The existing system is written in C#, but with some C++ and Java. Knowledge of these OO languages is advantageous but not essential.

The core skill that this individual must possess is an in depth knowledge of programming GPU/CUDA programming and preferably Genetic Algorithms. They are looking to build a state of the art backtesting and trading infrastructure, and they are looking to do this using the above technologies.

They are open to someone from outside the finance industry, and this is an excellent opportunity for someone to work on the end to end process of developing a complex system, researching new technologies, and focussing on the hardware side. Once the system has been built, there is the opportunity to start researching and implementing quantitative trading strategies, running a book and generating PnL for the firm.  You will constantly be involved in enhancing this platform however, and working with the existing trader to implement and enhance their strategies.  As technology advances, you will be expected to make recommendations and constantly enhance the build, ensuring the firms top position in the markets.

This firm is happy to relocate people, and can sponsor visas.

To summarise, the core requirements for this position are:

• In depth CUDA/GPU/HPC knowledge

• Strong quantitative skills

• Matlab coding skills are beneficial.  Experience with Genetic Algorithms is highly advantageous, but not essential

• OO development skills, C#, C++, Java

• Strong academic background, MSc or PhD in Computer Science or Math related field

• Excellent communication skills

In return for this there is an exceptional package  on offer. This role can be on a permanent or contract/interim basis. The exact figures will depend entirely on the candidate, but as a guideline, base salaries will be up to $140k. There will be a market leading bonus and benefits package on top of this.

To apply, please send a copy of your CV to edwardb@montash.com. Alternatively, I can be contacted on +44 (0) 207 749 6060 for a confidential discussion. All applications, conversations and correspondence will be treated in the strictest confidence.

Ref: EB/US/GQD/134

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