at Aquatic Group LLC in Chicago, Illinois, United States
Job Description
Master’s degree Financial Engineering or related field and 2 years of related experience required. Prior experience must include any amount of experience with each of the following: designing bond pricing model for a universe of illiquid corporate bonds in the US and Europe; creating systematic long-short trading strategies utilizing news sentiment data using PCA and Varimax; designing hedging strategy for options using deep neural networks; constructing default probability estimator for US companies using Altman’s Z-score. JOB DUTIES: Apply statistical and data science techniques to alternative datasets in order to construct features predictive of stock returns; fit statistical models on these features to generate company level forecasts; construct tradable signals and portfolios from company level forecasts, and work on techniques to combine them into trading strategies. Must live within normal commuting distance of worksite. 20% remote work allowed.
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Job Posting:
11693024
Posted On:
Feb 27, 2024
Updated On:
Mar 28, 2024
