Senior Quantitative Researcher, Buy-Side Onsite Chicago
Overview
You will own the full research lifecycle for market pattern discovery at a Chicago buy-side firm. 5+ years in quantitative research with Python and SQL are required. You will join a cross-functional team of technologists and traders. This role stands out for its 100% onsite collaboration and direct impact on trading strategies.
What You'll Do7
- 1Develop and refine models to identify market inefficiencies using Python and SQL.
- 2Collaborate with technology teams to design data pipelines for AWS and Kafka.
- 3Analyze historical tick data to uncover alpha signals with Spark and Pandas.
- 4Build backtesting frameworks to validate strategy performance with NumPy and Scikit-learn.
- 5Drive research roadmap by prototyping new ideas with Jupyter and Git.
- 6Debug model anomalies in live trading environments using Docker and Kubernetes.
- 7Present findings to portfolio managers, translating data insights into actionable trades.
Requirements6
- 15+ years in quantitative research or algorithmic trading.
- 23+ years building predictive models with Python.
- 3Strong knowledge of SQL and relational databases.
- 4Experience with AWS cloud services and big data tools.
- 5Proven track record in statistical analysis and machine learning.
- 6Bachelor's degree in quantitative field (e.g., Math, Physics, CS).
Salary Insight
$150 - $250k per year
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