Members of the Quantitative Research Group develop methods for statistical modeling and optimization of our computerized trading strategies and have excellent interpersonal, oral and written communication skills.
To be considered for this position you must possess a complete end-to-end skill set enabling you to formulate, test, optimize and implement new trading strategies in the global futures, foreign exchange and commodity markets. You must possess the creative intellectual ability to contribute new ideas as well as the practical technical skills required to implement them. Your ability to innovate at the white board should be backed up by your ability to produce at the keyboard; successfully animating new strategies and techniques in production-ready code.

Responsibilities & Skills
• Propose, optimize and implement new trading strategies and ideas using a combination of numerical methods, statistical models and optimization techniques.
• Perform collaborative research and joint investigations with other members of the research team.
• Review and summarize external white papers, review internal research notes, provide your own valuable commentary and insights.
• Practical experience performing statistical or other alpha studies in the financial markets.
• MS or PhD in mathematics, statistics, finance, physics or computer science.
• C++ skills are required, experience with languages like R, MATLAB, C# and SQL are desired.
• You should be highly intelligent, analytical and passionate, with an open and collaborative communication style, working to improve ideas without developing an ownership bias.
• Creative problem solver with excellent communication skills.