Quantitative Analyst (Chicago)We are looking for a talented individual to be part of a close-knit team based in our Chicago office that values innovation, creativity, and professional growth. This is an on-site role and this position is part of our global Quant and Integration team and will report to both the US Trading Team Lead and the Senior Trading Analyst of Quant and Integration. The successful candidate will get the opportunity to work in a collaborative environment where their contributions directly impact the success of the desk, as well as gain exposure to cutting-edge trading strategies and technologies in the volatility space.
Responsibilities and Duties- Perform quantitative analysis to improve existing trading strategies and develop new ones
- Work with traders and quants to identify technical trading problems, conduct detailed research and deliver mathematical solutions
- Build and maintain analytical tools and libraries
What you offerMust have
- Proven 2+ years of experience working on or with a mid-to-high frequency trading desk specializing in volatility trading in the US market
- Expertise in options portfolio optimization and strategy back testing
- Excellent proficiency in Python for scripting, data analysis, and model development
- A relevant tertiary degree with a strong academic record, ideally in Mathematics, Physics, Computer Science, Financial Engineering, or a related quantitative field
- A collaborative mindset with a desire to work in a small, close-knit team and contribute to the growth of the desk
- Excellent command of spoken and written English, with the ability to communicate complex ideas clearly and effectively
- Authorization to work in the United States
Desirable
- Experience with relative value and/or dispersion based volatility strategies
- Experience with short-dated options and modelling short-term realized volatility measures
- Research experience in event-driven volatility pricing (e.g., earnings announcements, macroeconomic events, M&A activity)
What we offer- The opportunity to work in a collaborative environment where your contributions directly impact the success of the desk
- A close-knit team that values innovation, creativity, and professional growth
- Exposure to cutting-edge trading strategies and technologies in the volatility space
- A flat management structure, where everyone's voice is valued
- Work life balance within a multi-cultural environment
