Location: Chicago
Salary: 100 to 130K
PRIMARY OBJECTIVE:
Has primary responsibility for developing and coordinating the implementation of quantitative modeling and research for a broad range of asset classes, while providing creative solutions to problems within the trading environment.
KEY RESPONSIBILITIES:
Including but not limited to:
- Working with a small global team to research and implement solutions for a comprehensive set of products
- Researching, prototyping, and maintaining the integrity of pricing and analytical tools
- Analyzing historical market and system data
- Generating sophisticated algorithms and statistical models
- Developing mathematical and quantitative libraries for use in analytical tools
- Validating mathematical theory, quantitative models, data, documentation and model output
- Collaborating with traders and development to implement ideas
- Educating users on theory and proper use of tools
- PERSON SPECIFICATION:
- Broad understanding of derivatives in Equities, Fixed Income, Commodities, and FX
- Postgraduate qualification in mathematics or related discipline
- 3-5+ years of experience in financial markets products, preferably including options
- Knowledge of complex mathematics and statistics to produce quantitative models
- Excellent communication and interpersonal skills
- Excellent planning and organizing skills
- Excellent analysis, problem solving and innovation skills
- Strong .Net programming skills
- Strong SQL skills
- Strong knowledge of a mathematical software package (Matlab, R)
- Strong understanding of system design and stability