Senior Quantitative Trader- Futures - Chicago
The highly skilled and experienced individual will join our effort focused on generating exceptional returns using high frequency trading alphas in the futures markets.
The ideal candidate has direct experience in the alpha research process and understands the workflow from idea generation to production implementation.
This opportunity will provide the right candidate the chance to have a large impact on the direction and productivity of a newly formed team within a successful proprietary trading firm.:
- Conduct or supervise financial data analysis on large datasets to generate profitable trading alphas, research and develop systematic quantitative strategies.
- Code the strategy to test it on the historical tick to tick market data.
- Bring the strategy into production once the same is approved.
- Operate/Trade/Manage the strategies.
- Perform or supervise deep dives into market structure research.
- Define key metrics for model validation.
- Back-testing and production performance monitoring.
- Contribute to in-house data analysis packages and research framework development.
What you'll have:
- At least 6 years of experience generating and implementing short term trading alphas into successful production trading strategies
- Good understanding of global futures markets and their interrelationships
- Advanced knowledge of modern statistical analysis
- Proficiency in a scripting language such as Python
- Demonstrated experience working with tick data.
- Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, etc.
- Excellent written and spoken English communication skills Extra points:
- Experience trading other asset classes.
- Experience developing software systems in C++11 or greater.
- Prediction technology experience What you'll get:
- Unique opportunity to bring a fresh perspective to the team and to significantly influence the research of talented and passionate scientists who take pride in delivering results
- Extremely competitive compensation and bonus structure
- Attractive benefit plan structure including an option for fully paid health insurance premiums for individuals
- Free catered lunches every day with snacks and beverages provided daily
To apply and for the latest jobs updates, please visit algocapitalgroup.com