full-time
Quantitative Researcher (ETFs)
Ashby
- Employer
- Ashby
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $170,000–$300,000 / year
About the role
Investigate, evaluate, and improve pricing models for equities, commodities, and foreign exchange, including calibrating models for different market environments. Analyze market data and microstructure to develop trading ideas, build research databases, and collaborate with traders and developers to improve models and algorithms. Requires an advanced degree in a quantitative field and demonstrated expertise in statistical analysis; five or more years of quantitative research experience is preferred. Python programming is required, while VBA, R, MATLAB, or Java are useful complements, along with strong communication, teamwork, organization, and ethical judgment.