Quantitative Researcher, Multi-Asset

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

Job summary

Quant Blueprint LLC in Chicago seeks a skilled researcher to join their trading team, focusing on systematic strategies across various investment opportunities. The role emphasizes the design and implementation of quantitative trading strategies, utilizing traditional and alternative datasets.

The candidate should possess an MS/PhD in a technical discipline and at least 3 years of experience in quantitative investment research. The position offers the opportunity to work in a cutting-edge environment, contributing to the innovative research processes at Quant Blueprint LLC.

Qualifications

• Master's or PhD in a technical field such as Financial Mathematics, Statistics, or AI.
• 3+ years experience in quantitative investment research, especially in High Frequency Trading.
• Strong programming capability to manage large datasets.

Responsibilities

• Research and design new quantitative trading strategies.
• Apply statistical methods to generate alphas from diverse datasets.

Skills

Quantitative investment research

Statistical analysis

Programming

Communication skills

Education

MS/PhD in Financial Mathematics, Statistics, or Artificial Intelligence

Job description

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it’s how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

The Team

You will join a trading team responsible for managing systematic strategies across futures/equities/options. The team focuses on both latency sensitive and non-latency sensitive investment opportunities across geographies and holding periods. The team is responsible for the complete lifecycle of quantitative investment process, research, development, and trading of systematic strategies. The team strongly emphasizes cutting-edge innovative scientific research and is looking to add an individual who is enthusiastic about contributing within a team environment.

Responsibilities

The main responsibility of the role will be to research, design and implement new quantitative trading strategies. This will entail generating alphas from a variety of traditional and alternative datasets using rigorous statistical methods. To be successful in this role, the ideal candidate will need to build a deep understanding of the underlying datasets and be able to apply the latest scientific algorithms for statistical model development.

Qualifications

• MS/PhD in a technical discipline with a focus on Financial Mathematics, Statistics, Artificial Intelligence or related fields
• 3+ years’ experience in quantitative investment research in High Frequency Trading and/or Equity/Futures/Options Markets is required
• Excellent written and verbal communication skills to report research results/methodologies required
• Research publications focused on trading, or articles in top-tier Journals focusing on any of the above topics is a plus
• Strong programming skills with the ability to explore large datasets required