Anson McCade

Anson McCade New York, NY, USA
Aug 16, 2019
Full time
My client are a research-driven, proprietary trading firm with a global presence. The founders come from some of the top high-frequency trading firms in the business, and each have very strong individual track records. They have recently built out their core trading business, and are now looking to embark on their next cycle of growth. They are ideally looking for independent Quant Traders/Portfolio Managers who are keen to take build out their own trading desk. Their focus is primarily the high-frequency space (1 - 2 microseconds) within global Equities and Futures. Benefits: Smaller than other HFT firms so each desk has more say on how the desk is run Very well connected to exchanges Lean cost-structure - cost of technology is not charged to individual desks Strong % pay-out (50%+) Competitive software and resources - hope to get traders to live trading very quickly Pay bonuses on a quarterly basis - rewarded for your work on a more regular basis Negotiable non-competes Can keep ownership of IP and full autonomy of strategies Although you will be running your own desk, they are promoting collaboration across teams Requirements: Bachelors/Masters/PHD in Computer Science, Maths, Statistics, Engineering or similar You will be running your own desk currently, or be working as part of a team and want to move into a more independent position Profitable track record within the high frequency space within Equities or Futures Scalable trading strategies Innovative, self-starter, motivated to make a difference
Anson McCade New York, NY, USA
Aug 16, 2019
Full time
My client is globally renowned high-frequency proprietary trading firm. They seek experienced Software Developers for their Core Engineering team who are excited to design in-house trading systems that are robust, resilient, and extremely fast. These systems enable them to execute algorithmic trading strategies based on patterns in market behavior. By building and maintaining this high-performance infrastructure, developers have helped to position the firm as a leader in the field of quantitative trading. Responsibilities Designing and implementing a high-frequency trading platform, which includes collecting quotes and trades from and disseminating orders to exchanges around the world Optimizing this platform by using network and systems programming, as well as other advanced techniques to minimize latency Developing systems that provide easy access to historical market data and trading simulations Creating tools to analyze data for patterns Building risk-management and performance-tracking tools Shaping the future of the Core Engineering team through regular interviewing and occasional campus recruiting trips Qualifications A degree in Computer Science A strong background in data structures, algorithms, and object-oriented programming in C++ Brilliant problem-solving abilities The ability to manage multiple tasks in a fast-paced environment Strong communication skills Working knowledge of Linux Knowledge of any other development language, including Java, Python, or Perl and shell scripts (a plus)
Anson McCade New York, NY, USA
Aug 16, 2019
Full time
My client are a world leading, top 10 multi-strategy investment and technology firm, with a strong presence across North America, Europe and Asia, currently managing just under $50 billion in AUM. The firm are well known for the top pedigree of candidates they employ, and the business culture they adopt, with employees coming from inter-disciplinary academic backgrounds from top universities. Operating off a very successful 27 year track record, they are currently looking for exceptional PHD graduates to join them across Quant Strategies. You will be collaborating with some of the top Quants/Developers/Traders in the industry and it is a fantastic opportunity to begin your career. Skills and Qualifications Exceptional PhD graduates (expected graduation 2019/2020) in Computer Science, Physics, Engineering, Maths or similar from top universities Strong programming abilities in any language, e.g. Python, C++, Java or similar Highly analytical, innovative and motivated individuals with a thirst for knowledge and career progression Extra-curricular activities/competitions/awards e.g. Putnam Competitions, Olympiads, Scholarships Experience with statistical modelling, distributed system development and data analysis in any field Any internship experience within top banks, hedge funds, tech firms or up to 5 years experience working in a similar field Contact for more information
Anson McCade New York, NY, USA
Aug 16, 2019
Full time
My client are one of the top 3 global multi-strategy quant hedge funds in the world. They have built up a very strong 27 year track record, manage around $50bn in AUM and have a global presence. They are most known for the top pedigree of quants, engineers and traders they employ from a wide range of academic backgrounds. Their culture is one of the best in the business, they have a very flat collaborative structure and promote personal skill development. They are currently looking for a Technical Operations Engineer to join their Options trading team in New York. This is a very established and profitable team, and you will be providing support for their real-time trading system, managing and improving operational infrastructure and triaging front office technical issues. The Role: You'll have a broad role - working on software infrastructure development, maintenance, troubleshooting production issues, developing front office reports, communicating with counterparties, designing and documenting operational procedures You'll be communicating and coordinating with other IT groups around releases and upgrades You will be working heavily with quants, traders and developments and coordinating with remote support staff Requirements: Bachelors/Masters/PHd in Computer Science, Engineering, Physics or similar You will be comfortable working in a UNIX environment and will be proficient in UNIX shell/bash/perl scripting You will have a keen interest in debugging code, excellent communication skills, careful attention to detail, able to prioritise effectively You will be able to identify the source of a problem and pursue them to resolution Prior experience in a technical operations/devops/sit reliability engineer role is preferred Excellent communication skills Basic understanding of statistics and probability
Anson McCade Chicago, IL, USA
Aug 16, 2019
Full time
My client is a leading high-frequency proprietary trading firm, they are seeking an expert FPGA Developer to join their Trading Platforms team. The Trading Platforms division is responsible for developing, improving, and governing platforms through which trading teams access markets, and facilitating Risk Technology's control of market access and trading. Responsibilities Collaborating with software developers across divisions to architect low-latency connections to financial exchanges around the world Building advanced Ethernet-based communication stacks direct from chip to SFP Integrating network stacks to connect to various financial exchanges Creating custom logic to manage a constant inflow of data, which will need to be parsed, processed, and passed to the user space in the most efficient manner possible Identifying bottlenecks and measuring latency using logic scopes Working closely with software developers to develop an optimal interface between FPGA hardware and user space software Qualifications A bachelor's degree in electrical engineering, or equivalent professional experience Expert-level knowledge of Altera products, development tools, and related simulators A strong understanding of network PHY interfacing Experience using Logic Scope for wire-to-wire analysis and performance measurement Integration experience with independent third-party cores Able to design and develop signal processing cores from system and architectural requirements The ability to document design and interface specifications Additional Qualifications (preferred) A strong background in mathematics Experience with Altera Stratix and Bitware Boards A demonstrated background in 100Mbps, 1Gbps, and 10Gbps network interfaces An understanding of various network hardware techniques, such as store and forward Knowledge of PCI-e 3.x Previous work experience at a high-frequency trading firm Please contact for more information.
Anson McCade New York, NY, USA
Aug 16, 2019
Full time
They are dedicated to collaboration through novel machine learning and statistical methodologies. Their culture of honesty and cutting edge technology enables fast turnaround from idea inception to execution, and continuous enrichment of their cutting-edge proprietary technology and automated research platform. Having developed a robust core trading platform, infrastructure and a profitable core team they are now looking to expand and hire for "Desks" for more Independent Quant Traders or teams who want to build their own desk and receive a market leading % pay out. This is an exciting opportunity to work under the guidance of top pedigree management who truly understand the business and give good face time. They are a relatively new entrant to the market and are offering a competitive technology offering, lower cost base, higher pay-outs, no restrictions on products to trade, etc. They want to be disruptive to provide a better offering. My client can offer: Desk Autonomy: smaller than competitors, so each individual desk has more say into how to run the desk They are well connected ---- every important future's venue, connecting to EM venues Low/Transparent cost structure is lean and does not amortize technology to desks Exceptional pay-out structure Software stack - They give away more of their standard technology. Market data is standard, also interfaces, tools, simulator. This results in faster time to market. Quarterly Pay-out cycle Entrepreneurial spirit and environment Requirements: Profitable track record in short term High/Mid frequency - intraday signals-couple of days holding Strategies that are quant/model-driven/systematic Sharpe Ratio above 3 Return on Capital above 20% Annualized PnL above $5m USD. Interested in candidates that are Involved in full life cycle Codes in Python, C++
Anson McCade Chicago, IL, USA
Aug 13, 2019
Full time
About the role Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures Coming-up with new, cutting-edge trading ideas Creating tools for data analysis of patterns Supporting the trading by contributing to the development of analytical computation libraries About you The ideal candidate will have: A MSc/PhD from a top-tier university 2-5 years of quantitative trading experience in high-frequency trading of one or more Futures. High confidence in their ability to create new strategies both independently and with team collaboration A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation Proficiency in back-testing, simulation, and statistical techniques Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial Strong programming skills in python and C++ For further information do not hesitate to contact me at or on (0)
Anson McCade New York, NY, USA
Aug 13, 2019
Full time
About the role Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures Coming-up with new, cutting-edge trading ideas as well as optimising old ones Creating tools for data analysis of patterns Supporting the trading by contributing to the development of analytical computation libraries About you The ideal candidate will have: A MSc/PhD from a top-tier university 2-5 years of quantitative trading experience in high-frequency trading of one or more Futures. High confidence in their ability to thrive both independently and with team collaboration A strong background in signal generation, mathematics and statistics Proficiency in back-testing, simulation, and statistical techniques Strong programming skills in python and C For further information do not hesitate to contact me at or on (0)
Anson McCade Chicago, IL, USA
Aug 12, 2019
Full time
Develop, maintain and enhance trading models, algorithms and systems Price and trade ETFs Manage execution and risk of complex trading portfolios Research new market opportunities Collaborate cross-functionally with Engineers to understand and improve technical infrastructure
Anson McCade Chicago, IL, USA
Aug 11, 2019
Full time
They are dedicated to collaboration through novel machine learning and statistical methodologies. Their culture of honesty and cutting edge technology enables fast turnaround from idea inception to execution, and continuous enrichment of their cutting-edge proprietary technology and automated research platform. Having developed a robust core trading platform, infrastructure and a profitable core team they are now looking to expand and hire for "Desks" for more Independent Quant Traders or teams who want to build their own desk and receive a market leading % pay out. This is an exciting opportunity to work under the guidance of top pedigree management who truly understand the business and give good face time. They are a relatively new entrant to the market and are offering a competitive technology offering, lower cost base, higher pay-outs, no restrictions on products to trade, etc. They want to be disruptive to provide a better offering. My client can offer: Desk Autonomy: smaller than competitors, so each individual desk has more say into how to run the desk They are well connected ---- every important future's venue, connecting to EM venues Low/Transparent cost structure is lean and does not amortize technology to desks Exceptional pay-out structure Software stack - They give away more of their standard technology. Market data is standard, also interfaces, tools, simulator. This results in faster time to market. Quarterly Pay-out cycle Entrepreneurial spirit and environment Requirements: Profitable track record in short term High/Mid frequency - intraday signals-couple of days holding Strategies that are quant/model-driven/systematic Sharpe Ratio 3+ Return on Capital above 20% Annualized PnL above $5m USD. Interested in candidates that are Involved in full life cycle Codes in Python, C++
Anson McCade New York, NY, USA
Aug 09, 2019
Full time
Top High Frequency Quant Researchers/Traders London/Chicago/NYC/Singapore My client is a global proprietary trading firm that remains on the cutting edge of algorithmic trading. They are a privately funded company, with offices across Europe, US and Asia, trading across all major asset classes. They have a huge ongoing commitment to technology and human capital which has led them to become an industry leader, quietly setting the standard for sophisticated trading strategies. Management are very passionate about supporting the exploration of new strategies and concepts throughout the company, so not only do they encourage new ideas, they also expect them. They are currently looking for extremely successful individual quant developers/researchers and quant traders/PM's with an extremely strong track record to join the firm. They are also very interested in successful teams that comprise of traders, researchers and developers that, in collaboration, have designed and implemented successful new strategies. They are quite advanced across the Equities, Futures, FX spaces and are now investing heavily in the Options area too. The ETF space is additionally another area they are focusing on and considering individual traders as well as teams. Requirements: Proven success with profitable trading strategies - ability to not just replicate trading strategies but adapt to market changes. Time horizons usually intraday (mins-hours) but they do sometimes hold risk overnight. Strong programming skills in C++ in a Linux environment. Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks or support vector machines. Strong experience developing statistical models in a trading environment. Proven success working with large data sets and developing statistical models. Fascinated and interested in advancing machine learning within the trading community. Possess strong familiarity with Python, R or Matlab along with development skills to support research efforts. Masters or PhD in Statistics, Physics, Mathematics (or related subject). Desire to work within a collaborative, team-driven environment. Excellent written and spoken English communication skills.
Anson McCade New York, NY, USA
Aug 09, 2019
Full time
My client are dedicated to collaboration through novel machine learning and statistical methodologies. Their culture of honesty and cutting edge technology enables fast turnaround from idea inception to execution, and continuous enrichment of their cutting-edge proprietary technology and automated research platform. Having developed a robust core trading platform, infrastructure and a profitable core team they are now looking to expand and hire for "Desks" for more Independent Quant Traders or teams who want to build their own desk and receive a market leading % pay out. This is an exciting opportunity to work under the guidance of top pedigree management who truly understand the business and give good face time. They are a relatively new entrant to the market and are offering a competitive technology offering, lower cost base, higher pay-outs, no restrictions on products to trade, etc. They want to be disruptive to provide a better offering. My client can offer: Desk Autonomy: smaller than competitors, so each individual desk has more say into how to run the desk They are well connected ---- every important future's venue, connecting to EM venues Low/Transparent cost structure is lean and does not amortize technology to desks Exceptional pay-out structure Software stack - They give away more of their standard technology. Market data is standard, also interfaces, tools, simulator. This results in faster time to market. Quarterly Pay-out cycle Entrepreneurial spirit and environment Requirements: Short term Mid frequency - intraday signals-couple of days holding Strategies that are quant/model-driven/systematic Sharpe Ratio 3+ Return on Capital above 20% Annualized PnL above $5m USD. Interested in candidates that are Involved in full life cycle Codes in Python, C++
Anson McCade Chicago, IL, USA
Aug 08, 2019
Full time
What they offer The chance to work within a ground breaking environment and with a well backed and competitive team The chance to have management facing time by working in a flat structured team Competitive salary and the opportunity to earn based on the PnL generated What you'll do Being involved in the development, maintenance and enhancement of trading models, algorithms and systems Introducing new predicting factors and hedging instruments Managing the risk and execute complex trading portfolios Research new ideas The ideal candidate will have A MSc/PhD from a top-tier university in a STEM subject 3+ years of research experience in high-frequency trading of US ETFs High confidence in their ability to develop and research new strategies Happy to work both independently and as part of a team Proficiency in back-testing, simulation, and statistical techniques A strong background in programming especially in c++ and python Knowledgeable of statistical models and signal generation
Anson McCade Chicago, IL, USA
Aug 07, 2019
Full time
What they offer The chance to work within a ground breaking environment and with a well backed and competitive team The chance to have management facing time by working in a flat structured team Competitive salary and the opportunity to earn based on the PnL generated What you'll do Being involved in the development, maintenance and enhancement of trading models, algorithms and systems Managing the risk and execute complex trading portfolios Research new ideas The ideal candidate will have A MSc/PhD from a top-tier university in a STEM subject 3+ years of research experience in high-frequency trading of Options High confidence in their ability to develop and research new strategies Happy to work both independently and as part of a team Proficiency in back-testing, simulation, and statistical techniques A strong background in programming especially in c++ and python Knowledgeable of statistical models and signal generation