Full-Time
Financial Quantitative Analyst
Posted on 5/3/2024
Global proprietary trading firm specializing in multiple asset classes.
Senior
Chicago, IL, USA
- Master’s degree or foreign equivalent in Financial Engineering, Finance, or a related field.
- Coursework in Financial Engineering Continuous Time Models, Machine Learning for Financial Engineering and Operations, Computational Methods in Finance, Algorithmic Trading, and Analysis of Algorithms.
- Quantnet C++ Certificate
- Perform in-depth statistical analysis by applying mathematical or statistical techniques on financial data to identify trends and correlations.
- Utilize machine learning to uncover patterns in financial time series data and develop predictive models.
- Create and refine mathematical models to describe financial behavior and optimize risk management.
- Develop algorithms and code in Python and C++ for statistical analysis and implementing models.
- Conduct simulations to assess investment strategy performance under various scenarios.
- Review and integrate large financial datasets, ensuring accuracy and data quality.
- Research quantitative finance advancements and market changes to enhance analyses.
Gelber Group LLC, a proprietary trading firm with a global presence, has a proven track record of success since its establishment in 1982, driven by its continuous pursuit of novel trading ideas and technological advancement. The company's competitive edge lies in its private funding and diversified trading across major exchanges in various asset classes, including foreign exchange, fixed income, equities, and commodities. With a strong culture that values innovation and over 200 dedicated employees spread across its offices in Chicago, White Plains, and Amsterdam, Gelber Group stands as an industry leader in the trading sector.
Company Stage
N/A
Total Funding
N/A
Headquarters
Chicago, Illinois
Founded
1982