• Quantitative Researcher

    Job Location(s) US-IL-Chicago
    Posted Date 3 weeks ago(3 weeks ago)
    Job ID
    2018-15214
    # of Openings
    1
    Category
    Quantitative Analytics
  • Overview

    We are looking for a Quantitative Researcher in our Chicago office. You would work closely with one of our trading leads on a commodity futures trade. The expectation is that you would support and contribute to that team’s trading performance.

    Responsibilities

    • Supporting production trading systems
    • Rewriting and optimizing existing trades
    • Helping to develop new signals, order placement logic, and trades
    • Leverage data from a large proprietary database to build statistical models for price forecasting
    • Building tools to help investigate and research trades

    Qualifications

    • Very detail oriented, knowledge of python; C++ is a bonus
    • Strong familiarity with a Linux environment and shell scripting
    • Experience with source control, especially git
    • Familiarity with signal generation and statistical models
    • Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
    • Ability to work independently / self-driven
    • Strong multi-tasking skills, including the ability to work on multiple projects and prioritize appropriately
    • Strong organizational and software architecture skills
    • Strong understanding of math and statistics is a plus
    • Options; quantitative research experience in volatility strategies is a benefit

    Options

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