Old Mission
Quantitative Researcher (ETFs)
$170K–$300K
Chicago, IL · On-site · Full-time · Posted Sep 25, 2024
- Experience
- Ideally 5+ years of experience within quantitative research.
- Education
- Advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or one of the hard sciences.
About the job
Research and improve pricing models and trading strategies for domestic and international ETFs and equities by analyzing markets, trades, and market data.
What you'll do
- Investigate and improve equities, commodities, and FX pricing models; calibrate models for different market environments.
- Analyze market data and microstructure to identify trading patterns and develop ideas with traders and developers.
- Build databases to support research and new trading ideas.
What they ask for
- Advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or a hard science.
- Demonstrated expertise in statistical analysis.
- Python programming skills.
- Strong communication, collaboration, organization, and problem-solving skills, including the ability to manage multiple tasks in a fast-paced environment.
Nice to have
- Experience with VBA, R, Matlab, or Java.
Pay
$170,000 - $300,000 USD base salary
Tools
Python, VBA, R, Matlab, Java
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