Valkyrie Trading
Quantitative Researcher (Experienced)
$155K–$190K
Chicago, IL · On-site · Full-time · Posted Dec 12, 2022
- Experience
- 2+ years; applicants with 3+ years of relevant experience will be considered for a Senior-level role.
- Education
- Degree in mathematics, physics, engineering, or computer science, or equivalent.
About the job
Develop and optimize quantitative models, trading algorithms, and execution systems in collaboration with traders and software developers.
What you'll do
- Build trading tools and algorithms, explore trading ideas, and automate or refine strategies.
- For modeling work, design market-making and risk-management algorithms and statistical position-taking strategies.
- For execution work, analyze trades and system behavior, optimize parameters, and study market microstructure.
What they ask for
- 2+ years of full-time professional experience in quantitative research, trading, or technology.
- Degree in mathematics, physics, engineering, or computer science, or equivalent.
- Ability to write and maintain clean, organized, object-oriented Python code.
- Experience in options and volatility modeling or statistical analysis of large datasets; alternatively, experience diagnosing and optimizing algorithms in latency-sensitive or high-throughput distributed systems.
Nice to have
- C++ experience.
- Experience at an algorithmic trading firm or similar high-performance environment.
Pay
$155,000 - $190,000 USD per year (base salary)
Tools
Python, C++, MySQL
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