Old Mission Capital

  • Quantitative Developer

    Job Locations US-IL-Chicago
    Posted Date 1 week ago(7/12/2018 3:58 PM)
    ID
    2018-1072
    # of Openings
    1
    Category
    Trading
  • Overview

    Old Mission Capital, is a quantitative proprietary trading firm and is currently recruiting a Quantitative Developer to join our Chicago office. This Quantitative Developer will be working directly with our trading group in building new models while investigating the current pricing models being used. This Quantitative Developer will also be participating in the idea generation process with respect to options research and will also be constructing tools for traders as needed. 

    Responsibilities

    • Work with other members in our trading group to assist in constructing new pricing models while also investigating the models that are currently being used.
    • Assist in developing options specific research infrastructure and libraries in python
    • Explore trading ideas by analyzing market data and market microstructure for patterns
    • Participate in the idea generation process with respect to options research
    • Build additional tools for traders in python
    • Ability to adjust to the market conditions and work efficiently in small collaborative teams
    • Collaborate and work directly with the traders on analyzing, developing new ideas/tools to analyze data for patterns

    Qualifications

    • An advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or one of the hard sciences.
    • 3+ years of relevant equities or options trading experience.
    • Programming skills in Python is a must and experience with C++, VBA, R, Matlab, Java would be a good compliment
    • Strong quantitative analytical, research oriented and problem solving skills to solve complex problems
    • Exceptional communication both written and verbal and has 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 has the ability to manage multiple work streams.
    • Proven trustworthiness and performance under the highest ethical standards 
    • Superior written and verbal communication skills

    Options

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