Quantitative Researcher

Goliath Partners Inc.; Chicago (IL); On-site; USD 120,000 - 180,000; Full time

Job summary

Goliath Partners Inc. in Chicago seeks a Quantitative Researcher to join the Quantitative Research & Development team, developing models that impact trading across commodities, rates, ETFs and equity index options, and deploying strategies into production.

Requirements include a Master's or PhD in a quantitative field, 2+ years in quantitative research, strong Python or C++ skills for modeling, testing and deployment, and experience with large datasets and statistical workflows.

Qualifications

• Master's or PhD in a quantitative field.
• 2+ years of quantitative research experience in trading or related field.
• Strong proficiency in Python or C++ for modeling, research, and implementation.

Responsibilities

• Develop, test, and implement quantitative models that impact trading performance.
• Translate research findings into deployable trading strategies.
• Collaborate with traders and developers on model production and integration.

Skills

Quantitative modeling

Python

C++

Statistical analysis

Large datasets

Education

Master's or PhD in a quantitative field

Tools

Python

C++

Backtesting frameworks

Job description

We are currently partnering with a leading proprietary trading firm specializing in market making across commodities, interest rates, ETFs, and equity index options. The firm combines quantitative research, advanced technology, and systematic trading to identify market opportunities and develop profitable trading strategies.

Within this role, you would join the Quantitative Research & Development team, working closely with traders and developers to develop, test, and implement quantitative models that directly impact trading performance.

Role: Quantitative Researcher

• Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or a related discipline.
• 2+ years of experience in quantitative research within trading or a related field.
• Strong proficiency in Python or C++ for quantitative modeling, research, and implementation.
• Experience working with large datasets, statistical modeling, and algorithmic workflows.
• Ability to translate research findings into practical, deployable trading strategies.

Beneficial Experience Preferred:

• Experience with market microstructure, market making, or systematic trading.
• Experience building research tools, backtesting frameworks, and model validation systems.
• Familiarity with collaborative software development and version control.