Quantitative Strategists – Developing quantitative models and algorithms to predict United States and international financial futures, energy, and commodities markets. Developing trading software based upon the quantitative trading models and algorithms using object-oriented programming, such as C++, statistical programming, Java and Matlab. Providing risk management and quantitative modeling consulting to the company. Analyzing trading algorithms already established in the US to develop strategies for the international implementation of the algorithms. Meeting with management to discuss and interpret issues arising from the developed quantitative models and algorithms which have been incorporated into the trading software.
Requirements: Master’s Degree or foreign degree equivalent in Computer Science, Computer Information Systems, Operations Res, Engineering or Math and one year’s experience in position or one year’s experience as Quantitative Trader or Quantitative Strategy Consultant (or Bachelor’s Degree and five years’ experience).
Special requirements: Experience with developing quantitative trading models and algorithms to predict financial futures, C++ and Matlab.
Any Applicant who is interested in this position may apply by regular mail (including Reference Number 10022) to:
Allston Holdings LLC
440 S LaSalle Street, 12th Floor
Chicago, IL 60605
PERM02 WEB 12551-10022