Quantitative Researcher (ETFs)

About the role

Old Mission is a global proprietary trading firm that leverages state-of-the-art technology and research to identify and execute profitable trading strategies across multiple asset classes around the world. Our offices in Chicago, New York, and London are all composed of naturally-curious individuals who thrive in a team environment and constantly strive for improvement. Old Mission does not seek capital from outside investors, allowing us the flexibility to aggressively invest in our team members and keep them engaged in the firm’s growth.

Responsibilities

• Investigate existing equities, commodities, and FX pricing models and propose improvements.
• Calibrate new models for unique market environments.
• Reverse engineer how the rest of the world behaves in different market environments.
• Develop databases of information, utilizing our expansive existing resources, to assist with new ideas and research.
• Explore trading ideas by analyzing market data and market microstructure for patterns.
• Participate in the idea-generation process with other traders and developers.

Requirements

• An advanced degree in a quantitative field such as computer science, engineering, mathematics, statistics, or one of the hard sciences.
• Demonstrated expertise in statistical analysis.
• Ideal 5+ years of experience within quantitative research.
• Programming skills in Python is a must and experience with VBA, R, Matlab, Java would be a good complement.
• Exceptional communication both written and verbal and have 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 have the ability to manage multiple work streams.
• Proven trustworthiness and performance under the highest ethical standards.

Qualifications

Commensurate with experience.

Skills

Not specified.

Pay

Base Salary Range $170,000 - $300,000 - Salaries are based on numerous factors such as skills, experience, and education. Our compensation package also includes a discretionary bonus and a comprehensive benefits program for full-time employees.

Schedule

TBD.