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Key skills for this role
Quantitative research is a key driver of innovation at CTC and one of the pillars upon which our firm is built. As a Quantitative Researcher, you’ll operate near the tip of the spear in a collaborative, dynamic environment. This includes close partnership with other researchers, traders, and engineers on quantitative problem-solving, trading strategy generation, back-testing, statistical analysis, and system design. Our environment of collaborative innovation and intellectual curiosity allows us to share in our victories while continually challenging ourselves to stretch the limits of our creativity. Take advantage of this opportunity to apply the scientific method to business problems as part of one of our Quant teams at CTC!
We prioritize team matching at the outset of our hiring process, thoughtfully considering which of our two teams (Vol Overlay or Delta Force) offers the best fit for each candidate’s strengths and interests while also aligning to the firm’s highest priority needs.
What We’re Looking For
We are seeking a Quantitative Researcher who can seamlessly blend academic rigor with practical application in our fast-paced trading environment. This individual will partner with our Trading and Technology teams to strengthen, scale, and evolve the firm's trading capabilities. The ideal candidate will possess a unique combination of analytical prowess, programming skills, and eye for business, driving innovation and results in quantitative finance.
Responsibilities
Analyze market data to come up with economic and microstructure hypotheses
Build predictive and explanatory models to describe financial markets
Add revenue by applying thorough research processes to real life business problems
Contribute to ongoing improvement of research and trading infrastructure
Qualifications
PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Applied Mathematics, or Operations Research)
Proven ability to conduct independent, high-quality research
Exceptional ability to communicate complex ideas and research results, both in writing and verbally
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More from this employer
Chicago, USA
Chicago, USA
Chicago, USA
Chicago, USA
London, GBR
London, GBR
Unwavering commitment to quality, coupled with a drive for delivering commercial outcomes.
Demonstrated expertise in applying quantitative modeling techniques to large, complex datasets
Strong track record of publications in an industry setting
Advanced Python programming skills
Nice to Have
Proficiency in C++
Experience in financial markets
Experience using NumPy and Pandas libraries
Experience with the software development lifecycle
Information submitted by job applicants may be subject to review and analysis by automated systems, including Artificial Intelligence (AI), as part of the recruitment process. Such systems are utilized to enhance the efficiency and effectiveness of our hiring procedures. Applicants are advised that any information provided may be evaluated by AI tools to ensure an equitable and thorough assessment.
Verified company details for this employer are not available yet.
USD 175000-200000 yearly / year
Full-time
Senior
Onsite
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