Futures Quantitative Researcher
Chicago, IL 60606
We’ re looking for a talented and creative individual to join our collaborative high frequency trading research team in Chicago, which develops predictive signals and automated strategies that trade on markets all over the world. The ideal candidate will have in-depth knowledge of exchanges along with their relevant microstructure, in addition to a keen interest in the pricing of financial assets on global markets and the evolution of price discovery in financial marketplaces.
What you’ ll do:
- Implement and deploy quantitative trading strategies worldwide across multiple asset classes, spanning the 23-hour global trading day.
- Collaborate with team members to research new alphas for expanding a strategy' s profitability across various risk levels, in addition to working towards enabling trading on new markets.
- Help and support the development of a robust quantitative research framework using various programming languages.
- Quickly prototype new ideas and use advanced statistical techniques to evaluate results.
- Perform quantitative analysis on production strategy behavior; iterate to obtain unparalleled knowledge in market microstructure.
What you’ ll have:
- Masters or PhD in Physics, Mathematics, Computer Science, Electrical Engineering or related subject preferred
- Strong programming skills in C++ and/or Java in a production environment
- Excellent spoken and written English communication skills
- 1-3+ years of experience in electronic trading
- Exposure to machine learning principles and ability to work with large data sets
- Solid understanding of statistical techniques for fitting and forecasting
What you’ ll get:
- The unique opportunity to work alongside talented and passionate traders who take pride in delivering results.
- An investment into your professional development alongside opportunities to own key functions of the trading process.
- Attractive compensation, bonus structure, 401K and donation matching.
- Generous benefit plan structure including an option for fully paid health insurance premiums for individuals
- Downtown Chicago location (near Millennium Park)
- Daily company sponsored, personalized lunches