This is a proprietary trading firm with locations in Chicago, London, New York and Amsterdam. They participate in a wide variety of marketplaces including global futures, equities, commodities, options, fixed income, and cryptocurrencies.
Seeking a talented and self-motivated Quantitative Researcher to join their growing data science efforts. You will work in a collaborative team with the potential to deliver significant contributions through data-driven insights and by providing high-quality research tools enabling reproducible and well-tested research to take place across the firm. The culture emphasizes teamwork and focuses on continuous integration and test-driven development.
The ideal candidate will be responsible for designing, developing, and enhancing our python data science tools and frameworks. This includes working collaboratively with multiple trading teams, conducting alpha research, identifying new trading opportunities, and monitoring models in production.
- Work location generally is flexible and subject to approval by the Company
- Bachelors in mathematics, physics, computer science, or a related quantitative field with at least 4 years of relevant work experience or
- Masters/PhD in mathematics, physics, computer science, or a related quantitative field with at least 2 years of relevant work experience
- Strong GPA (3.5 or higher)
- Develop predictive models and use data-driven insights to maximize strategy performance and identify new trading opportunities
- Design and implement robust and scalable CI/CD data pipelines
- Translate machine learning algorithms into code
- Support current strategies and help develop new strategies utilizing our proprietary software
- Stay up to date on cutting-edge machine learning techniques
- Strong knowledge of probability, statistics, and machine learning for time-series data
- Excellent programming skills in Python (C++ familiarity is a plus)
- Experience with software engineering best practices including TDD and CI/CD
- Experience with distributed computing
- Prior experience developing on a Linux stack
- Effective prioritization while being mindful of long-term objectives
- Able to take ownership of projects in a fast-paced collaborative environment
- Strong attention to detail
- Outstanding communication skills to collaborate with different stakeholders across multiple geographical locations
- Practical experience applying machine learning techniques for trading applications
- Experience with high-performance computing (HPC) environments such as SLURM
- Experience with orchestration and containerization tools (e.g. Singularity, Docker, Airflow, Prefect, etc.)