Quantitative Researcher

Chicago, Illinois, United States · Technology expand job description ↓

Description

Eagle Seven Technologies, LLC is seeking a Quantitative Researcher who will conduct research, perform daily statistical analysis, and solve problems to optimize the performance of our proprietary trading algorithms. We believe the success in this role will come from a combination of outstanding quantitative skills, coding fluency, collaboration, and a passion for financial markets.

Primary Responsibilities include:

  • Utilize statistical analysis and data mining skills to research, make forecasts, and develop profitable predictive trading algorithms
  • Analyze performance of trading strategies over different markets and optimize strategies based on the analysis
  • Back test strategies and build predictive models using historical market data
  • Conceive, design, analyze, and measure electronic trading strategies
  • Acquire, clean, maintain, and analyze data sets to identify trends & patterns

Requirements

Skills and Experience:

  • Degree in Statistics, Mathematics, or similarly related quantitative discipline; Masters or PhD preferred
  • 2-4 years’ experience in applying mathematical and scientific techniques to the trading process
  • Candidate is expected to be a self-starter and have a strong focus on delivery of projects
  • Strong quantitative and statistical skills (time series analysis, PCA, logistic/linear regression, stochastic calculus)
  • Proven success working with large data sets and developing statistical models
  • At least 1 year experience with scripting languages such as Python
  • At least 1 year experience with R, utilizing data.table, xts and zoo packages
  • Significant experience with C++11
  • Experience with Rcpp a plus
  • Experience in machine learning a plus (decision trees, neural networks, generic algorithms)
  • Ability to work independently and within a collaborative environment
  • Excellent English communication skills, both written and verbal

Benefits

Eagle Seven offers a competitive and comprehensive benefits package to all full-time employees.

  • Medical PPO and HMO coverage through BlueCross BlueShield
  • Medical Health Savings Account with Employer Contribution
  • Dental coverage through Principal
  • Vision coverage through VSP
  • 401k Retirement Savings Plan with Employer Match
  • Employer Paid Life Insurance
  • Employer Paid Disability
  • Paid Time Off
  • Flexible Spending Account
  • Pre-tax Transit Benefits
  • Complimentary Lunch and Beverages

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