Quantitative Statistical Modeler-Automated Trading Strategies

  • Competitive
  • Chicago, IL, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 17 Aug 16

A Proprietary trading firm in Chicago is looking for a Quantitative Statistical Modeler to join a small quantitative research team that tweaks and enhances algorithmic trading strategies for its automated trading activities.

Responsibilities:

  • Development, research, maintenance and risk management of quantitative high frequency automated equity trading strategies. 
  • Improve the performance of existing strategies with techniques from machine learning and statistics
  • Develop statistical tools to manage models and for portfolio optimization.
  • Work closely with Portfolio Managers on trading ideas and model enhancements
  • Work closely with software teams on functional requirements, documentation and model testing

Requirements:

  • Advanced Quantitative Degree in Statistics or Math
  • Strong Statistical Modeling skills
  • Programming-Python, SQL, Linux and/or UNIX
  • Experience working on algorithmic/automated trading models
  • Must have 1-2 years of financial markets modeling experience

Keywords: High Frequency, Trading Strategist, Statistical Modeling, Automated Trading, Risk Management, Portfolio Optimization

 

Please refer to Job #20374 - EFC and send MS Word attached resume to jeg@analyticrecruiting.com.