Quantitative Researcher

Chicago, IL 60661

Posted: 10/07/2019 Category: Opportunistic, Quant Job Number: 12349

Job Description


Quantitative Researcher

We are seeking a Quantitative Researcher who will conduct research, perform daily statistical analysis, and solve problems to optimize the performance of our proprietary trading algorithms. We believe the success in this role will come from a combination of outstanding quantitative skills, coding fluency, collaboration, and a passion for financial markets.

Primary Responsibilities include:
  • Utilize statistical analysis and data mining skills to research, make forecasts, and develop profitable predictive trading algorithms
  • Analyze performance of trading strategies over different markets and optimize strategies based on the analysis
  • Back test strategies and build predictive models using historical market data
  • Conceive, design, analyze, and measure electronic trading strategies
  • Acquire, clean, maintain, and analyze data sets to identify trends & patterns

Skills and Experience:
  • Degree in Statistics, Mathematics, or similarly related quantitative discipline; Masters or
    • PhD preferred
  • 2-5 years’ experience in applying mathematical and scientific techniques to the trading process
  • Candidate is expected to be a self-starter and have a strong focus on delivery of projects
  • Strong quantitative and statistical skills (time series analysis, PCA, logistic/linear regression, stochastic calculus)
  • Proven success working with large data sets and developing statistical models
  • At least 1 year experience with scripting languages such as Python
  • At least 1 year experience with R, utilizing data.table, xts and zoo packages
  • Significant experience with C++11
  • Experience with Rcpp a plus
  • Ability to work independently and within a collaborative environment
  • Excellent written and verbal communication skills

Job Requirements

time series statistical data, Python, C++

Meet Your Recruiter

Jordan Zmick

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