Quantitative Researcher

About the Position

We are currently recruiting a Quantitative Researcher to join our ETF trading team in our Chicago headquarters. This Quantitative Researcher will be working directly with our international and domestic ETF/Equities trading group to review and develop pricing models, analyze and evaluate trades, and participate in idea generation to improve current models and algorithms. This Quantitative Researcher could potentially play a major role in growing the quant team and be expected to have an entrepreneurial mindset.

Responsibilities

• Investigate existing equities, commodities, and FX pricing models and propose improvements.
• Calibrate new models for unique market environments.
• Reverse engineer how the rest of the world behaves in different market environments.
• Develop databases of information, utilizing our expansive existing resources, to assist with new ideas and research.
• Explore trading ideas by analyzing market data and market microstructure for patterns.
• Participate in the idea-generation process with other traders and developers.

Required Skills

• An advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or one of the hard sciences.
• Demonstrated expertise in statistical analysis. Ideally 5+ years of experience within quantitative research.
• Programming skills in Python is a must and experience with VBA, R, Matlab, Java would be a good complement.
• Exceptional communication both written and verbal and have the ability to handle multiple tasks in a time sensitive, fast paced, collaborative, collegial environment.
• The ability to work and solve problems as part of a team, often in a high-pressure environment.
• Successful candidates will have a passion for the financial market, working with large amounts of data and are strategic thinkers. Must be organized and detail-oriented and have the ability to manage multiple work streams.
• Proven trustworthiness and performance under the highest ethical standards.

• Fully paid Medical, Dental, Vision, Disability, and Life Insurance
• Fully stocked kitchen; free breakfast and lunch every day on-site
• Tuition Reimbursement Program
• 401(k) with employer match
• Paid Vacation, Sick, and Parental leaves
• Commuter and Flexible Spending Programs

Base Salary Range 

$170,000 - $300,000 - Salaries are based on numerous factors such as skills, experience, and education. Our compensation package also includes a discretionary bonus and a comprehensive benefits program for full-time employees. For more information, reach out to your recruiter.