Quantitative Researcher (ETF)

Quant Blueprint LLC; Chicago (IL); On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

Competitive salary with discretionary annual bonus

Fully paid Medical, Dental, Vision, Disability, and Life Insurance

Free breakfast and lunch daily on-site

Tuition Reimbursement Program

401(k) with employer match

Flexible Spending Plan

Commuter Benefit Program

Job summary

Quant Blueprint LLC is looking for a Quantitative Researcher to join their Chicago office. The role involves reviewing and developing pricing models, analyzing trades, and generating ideas to enhance algorithms.

The ideal candidate will possess an advanced quantitative degree and extensive experience in statistical analysis, particularly using Python. This position offers a competitive salary, discretionary annual bonuses, and a range of health benefits.

Qualifications

• Minimum 5 years of experience in quantitative research.
• Strong communication skills in a fast-paced team environment.
• Organized and detail-oriented with problem-solving skills.

Responsibilities

• Investigate and improve equity pricing models.
• Calibrate models for varying market conditions.
• Analyze market data for trading ideas.

Skills

Statistical analysis

Python programming

VBA

R

Matlab

Java

Education

Advanced degree in quantitative field (e.g., computer science, engineering, mathematics, statistics)

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.