Quantitative Analyst/Quantitative Strategist

Position involves the analysis of market data, historical OHLC and tick data, as well as building trading strategies involving derivatives, equities, and futures. Position will predominantly involve code development in C# for all prototyping and applications. Will also use .NET, C++, C, Perl, SQL, R statistical package, and UNIX. Traditional derivative strategies (equity, commodity, FX) as well as Strategies which focus primarily on the modern electronic markets are the focus of the firm. Experience must include work with financial trading firms directly supporting trading desks and developing analytics for quantitative trading methods; equity option pricing methods, risk management methods and volatility arbitrage strategies; fixed income models; technical analysis of financial data using trend analysis data; portfolio optimization; and experience with the implementation of Box-Jenkins / ARMA methods and statistical filters (LSQ, Kalman, PF) applied to tick data. F/T 40 hrs (9a-5p). Applicants must have PhD in Mathematics, Statistics, Engineering or Physics; 1 year experience; and show proof of legal authority to work in US.

Send resume to: soft.dev.chicago@gmail.com

No phone calls.