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Quantitative Developer/Researcher

  • Job type: Permanent
  • Location: Chicago, Illinois
  • Salary: Bonus
  • Job reference: 196771/001_1538688210
  • Sector: Selby Jennings, Research and Strategy
  • Date posted: 04/10/2018

A leading global options making firm located in downtown Chicago is looking to add Quantitative Developer and Quantitative Researchers to their collaborative and highly-technical team. This firm strives to build new trading strategies to implement into the market. This position is ideal for an individual interested in developing and implementing machine learning algorithms within high frequency trading.

The Quantitative Developer/Researcher will be responsible for:

-Developing trading strategies using company owned technologies

-Develop front-end analytical tools

-Design and implement improvement to production code of trading strategies

- Work closely with our quantitative research analysts, engineers and other groups to provide financial solutions

The Quantitative Developer/Researcher should have the following qualifications:

-Options and volatility experience not required, but a plus

-2+ years of professional experience in a Quantitative position using Python or C++

-Educational background in related field- Mathematics, Physics, Computer Science or equivalent

-Commodity experience is preferred but not required

Benefits/Perks

-Breakfast and snacks provided daily

-On-site gym

-Casual work environment

-Yearly company weekend trip

If interested int the Quantitative Developer/Researcher role apply now.

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