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Old Mission Capital
Quantitative Researcher (ETF)
🌎Chicago, Illinois, United States
3w ago
πŸ‘€ 61 views
πŸ“₯ 2 clicked apply

Job Description

Old Mission is a global proprietary trading firm that leverages state-of-the-art technology and research to identify and execute profitable trading strategies across multiple asset classes around the world. Our offices in Chicago, New York, and London are all composed of naturally-curious individuals who thrive in a team environment and constantly strive for improvement.

Old Mission does not seek capital from outside investors, allowing us the flexibility to aggressively invest in our team members and keep them engaged in the firm’s growth.

About the Position

We are currently recruiting a Quantitative Researcher to join our Chicago office. This Quantitative Researcher will be working directly with our international ETF trading group to review and develop pricing models, analyze and evaluate trades, and participate in idea generation to improve current models and algorithms. This Quantitative Researcher could potentially play a major role in growing the quant team and be expected to have an entrepreneurial mindset.

Responsibilities

  • Investigate existing equity pricing models and propose improvements.
  • Calibrate new models for unique market environments.
  • Reverse engineer how the rest of the world behaves in different market environments.
  • Develop databases of information, utilizing our expansive existing resources, to assist with new ideas and research.
  • Explore trading ideas by analyzing market data and market microstructure for patterns
  • Participate in the idea-generation process with other traders and developers.

Required Skills

  • An advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or one of the hard sciences.
  • Demonstrated expertise in statistical analysis. Ideally 5+ years of experience within quantitative research.
  • Programming skills in Python is a must and experience with VBA, R, Matlab, Java would be a good complement.
  • Exceptional communication both written and verbal and have the ability to handle multiple tasks in a time sensitive, fast paced, collaborative, collegial environment.
  • The ability to work and solve problems as part of a team, often in a high-pressure environment.
  • Successful candidates will have a passion for the financial market, working with large amounts of data and are strategic thinkers. Must be organized and detail-oriented and have the ability to manage multiple work streams.
  • Proven trustworthiness and performance under the highest ethical standards.
Benefits and Perks
  • Competitive salary with discretionary annual bonus
  • Fully paid Medical, Dental, Vision, Disability, and Life Insurance
  • Fully stocked kitchen; free breakfast and lunch every day on-site
  • Tuition Reimbursement Program
  • 401(k) with employer match
  • Flexible Spending Plan
  • Commuter Benefit Program

Old Mission is not accepting unsolicited resumes from any staffing/search firms. All resumes submitted by staffing/search firms to any employee at Old Mission via-email, the Internet or directly without a valid signed search agreement will be deemed the sole property of Old Mission, and no fee will be paid in the event the candidate is hired by Old Mission.