Quantitative Researcher
Spot Trading - Chicago, IL

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Quantitative Researcher - Chicago IL

Spot is currently looking for a Quantitative Researcher to join its Algorithmic Trading and Execution team and develop its algorithmic trading business in listed options, futures and stock. Quantitative Researchers will play a key role in this effort, through development and implementation of pricing and risk-management infrastructure, and by researching and deploying novel alpha strategies. Responsibilities:
• Design and implement numerical optimization routines for real-time financial applications
• Leverage data from a large proprietary database to build statistical models for risk management and price forecasting
• Collaborate with other Quant Researchers, Financial Engineers and Algorithmic Traders to develop and deploy novel trading strategies
• Apply statistical learning techniques to the development of alpha signals for a variety of products across multiple time horizons
• Work with software developers to build a rationally-factored, performant trading platform

Skills and Qualifications • 2+ years of market microstructure knowledge and experience with high-frequency trading
• Capacity to function effectively both as part of a team or when self-directed
• PhD/MS in a quantitative discipline
• Hands on C++ programming experience in numerical optimization and/or PDE's is required
• Scientific programming experience in Python, Matlab or R
• Experience building risk and pricing models
• Ability to apply statistical methods in a big data environment
• Knowledge of machine learning algorithms

Spot Trading - 5 months ago - save job