full-time
Quantitative Researcher (ETFs)
Old Mission
- Employer
- Old Mission
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $170,000–$300,000 / year
About the role
Review, investigate, and improve pricing models for equities, commodities, and foreign exchange, including calibrating models for different market environments. Analyze market data and microstructure to evaluate trades and develop trading ideas, databases, and improvements to models and algorithms in collaboration with traders and developers. Requires an advanced degree in a quantitative field and demonstrated expertise in statistical analysis; ideally, candidates have at least five years of quantitative research experience. Python programming is required, while VBA, R, MATLAB, or Java are useful complements, along with strong communication, teamwork, organization, and the ability to perform in a fast-paced, high-pressure environment.