Commodities Quantitative Strategist

Chicago, IL 60661

Post Date: 05/22/2018 Job ID: 1258 Industry: Energy-Front Office

A multi-strategy global proprietary trading firm is searching for a Quantitative Strategist to support its Ags (agricultural) commodities fundamentals team.  The primary purpose of this position is to augment its existing analytics to drive trading strategy and commercial decisions. Primary responsibilities include:

  • Quantitative research around options/derivatives pricing methodologies
  • Researching and identifying trading signals in the option data
  • Back-testing trade strategies and option pricing
  • Developing quantitative research tools to support traders

Educational and professional requirements include:

  • An advanced degree in a quantitative field (Physics, Mathematics, Engineering, Computer Science, etc.);
  • 2+ years' experience in a quantitative role supporting a market-making trading environment (commodities, energy, equities, fixed income, etc.) and buying/selling options;
  • Strong background in statistics and probability is desired;
  • Excellent programming skills (Python preferred, C++, C# and R considered);
  • Ability to write and optimize database queries to extract and analyze large data sets is required; and
  • Strong communication skills are required.

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