Quantitative Researcher

This job was posted by https://illinoisjoblink.illinois.gov : For more information, please see: https://illinoisjoblink.illinois.gov/jobs/13759669 Quantitative Researcher Jump Operations, LLC | Chicago, IL Job Duties: Manage team of 5 quantitative researchers and serve as part of larger team coordinating and working with leadership team to drive day-to-day projects. Research and develop forecasting tools for stocks, futures, and derivatives. Research framework and portfolio construction tools design and integration with existing platforms. Use latest advances in statistics and machine learning to design efficient and robust prediction methods. Responsible for building and maintaining high performance trading applications, ranging from front-end applications that assist researchers to black-box systems that trade a variety of markets. Develop and test risk management methodologies, analyze exposures using stress testing and fiscal analysis techniques. Research new methods for capturing risk exposure and evaluate risk/reward and performance attribution across multiple asset classes; utilizing C++ and other software and systems to access applications that can identify and manage portfolio risk. Build and enhance asset/liability model for portfolios utilizing quantitative problem solving. Build and expand current revenue base by developing and exploring new opportunities. Manage and implement capital markets and investment strategies. Execute prototyping for large volume trading evaluation of market data. Telecommuting: No telecommuting permitted. Salary: $250,000 to $300,000 per year Minimum Requirements: Bachelors degree, or foreign equivalent in Mathematics, Statistics, Computer Science, or a related quantitative field and 5 years of post-bachelors progressive experience as a Quantitative Researcher or a related occupation. Must also have experience in the following: Utilizing machine learning and data mining techniques for forecasting the short-term returns of financial instruments; Programming in Python and R; Market pricing and volatility modelling using linear, non-linear, and deep learning fitting methods, predicting prices and return volatility of stocks and futures; Using finance-related statistical methods; and Managing team of quantitative researchers responsible for driving algorithmic trading operations. How to Apply: Submit resume online at: https://www.jumptrading.com/careers or via email to [email protected]. Must specify Ad Code ALNM.