Quantitative Researcher

$110K

PhD or M.S. required.  Solid work experience in two of the following required: statistics, stochastic calculus, time-series analysis, control theory, artificial intelligence and optimization, control and reinforcement learning, machine learning and natural language processing.  Proficiency in one of the following required: C++, C#, Mathematica or Matlab

Responsibilities:

-Create practical solutions to problems presented in the trading environment.

-Conduct statistical analysis of market data, historical trends and relationships.

-Conduct high quality research both independently as well as with other researchers, traders and software engineers.

-Design and develop derivative pricing models, quantitative trading strategies and algorithms.

-Perform automation of trading systems and convert ideas into workable algorithms.

Qualifications:

-Highly skilled in at least two of the following: statistics, stochastic calculus, time-series analysis, control theory, artificial intelligence and optimization, control and reinforcement learning, machine learning and natural language processing.

-Driven and passionate about solving problems.

-Proficiency in one of the following: C++, C#, Mathematica or Matlab.

-Excellent communication skills and flexibility to perform in multidisciplinary team.

IT Jobs in Chicago, Jobs, Chicago, Quantitative, Researcher, Quantitative Researcher, Quant, C++, C#, Mathematics, Matlab, statistics, stochastic calculus, time-series analysis, control theory, artificial intelligence, machine learning