Independently conduct research with a focus on statistical and predictive models
Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
Maintain and clean datasets with an eye for missing or incorrect data
Evaluate new datasets for predictive potential
Implement models in Python
Enhance and improve the trading system, working on operational tasks as needed
Other duties as assigned
Requirements :
A degree in Math, Computer Science, or related field
3 years of related experience
Strong programming skills
Any amount of experience conducting research on datasets and designing, developing and implementing statistical and machine learning models from this data
Any amount of experience testing and improving low latency optimization models for use
in production settings in Linux environments
Any amount of experience analyzing and improving central limit order book statistical trading algorithms
Any amount of experience developing and maintaining Object Oriented codebases / libraries
Any amount of experience interacting with and manipulating SQL databases and APIs to facilitate development of real time models
Predictable and reliable availability
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Quantitative Developer • Chicago, IL, US
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