at JUMP OPERATIONS, LLC in Chicago, Illinois, United States
Job Description
Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. Determine efficient methods to store and analyze very large amounts of data and s/he develops tools to evaluate the large volume of market data to help improve trading strategies performance. Involved in investigating and designing data mining and machine learning algorithms and recommending solutions to problems. Conduct research for the purpose of modeling and forecasting future price actions and volatility. Build and expand the current revenue base by developing and exploring new opportunities. S/he will execute and implement quantitative investment strategies. Responsible for developing and supporting a scalable quantitative research framework using Python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes. Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization. Design and develop applications based on the business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems. Use C++, Python, and other software and systems to access applications that can identify and manage portfolio risk. S/he will build and enhance market prediction models for portfolios utilizing quantitative problem solving and advanced statistical techniques. Analyze data, creating and evaluating trading strategies.
Applicants who are interested in this position should apply by emailing resume to hrapply@jumptrading.com, reference [Quantitative Researcher / Reference # YIM-QR]. EOE
