Quantitative Equity Trading System Strategist

Job Description:A Proprietary Equity trading firm in Chicago is looking for a Quantitative Research Analyst to join a small quantitative research team that builds and enhances algorithmic trading strategies for its automated trading activities. The candidate will work closely with Portfolio Managers to research, backtest, implement, and monitor profitable low- and high-frequency statistical arbitrage trading strategies for equitiesResponsibilities:Develop new algorithmic trading strategiesWork closely with the Portfolio Managers to research, backtest, implement, and monitor profitable low- and high-frequency statistical arbitrage trading strategies for equitiesDevelopment, research, maintenance and risk management of quantitative high frequency automated equity trading strategies.Design, calibrate and analyze quantitative pricing, trading and risk control for algorithmic strategies.Improve the performance of existing strategies with techniques from machine learning and statisticsDevelop statistical tools to manage models and for portfolio optimization.Work closely with Portfolio Managers on trading ideas and model enhancementsWork closely with software teams on functional requirements, documentation and model testingRequirements:Advanced Quantitative Degree in Statistics or MathMust have 5+ years of financial markets model development experienceProgramming-Python preferred or other scripting languages (R, Matlab), SQL databasesExperience working on algorithmic/automated trading modelsKeywords: High Frequency, Equity, Trading Strategist, Statistical Modeling, Automated Trading, Risk Management, Portfolio OptimizationPlease send resumes to Jim Geiger, jeg@analyticrecruiting.com | For more opportunities, please visit .