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SP MM Full Time Chicago, Illinois

Work in a dynamic financial trading environment and develop quantitative financial research methods and models used to develop improved analytical tools. Perform quantitative problem solving, trading strategy generation, back testing, and advanced statistical analysis of trading strategies and pricing of financial derivatives. Present and defend mathematical and statistical research findings to quantitative trading group. Create data driven mathematical models programs using Python, R, and C++ to optimize guidelines and frameworks for decision making. Navigate NP-Hard, and NP-complete problems, and solved linear, non-linear, integer optimization. Model development based on stochastic concepts; i.e. stochastic Markov processes and Martingale processes and implement simulations to back-test mathematical modeling. Investigate data utilizing machine-learning algorithms including analytics methods including GLM, Random Forests, feature selections, SVM, and PCA methods and developing frameworks on design of experience and cross validation to have an unbiased statistical inference.

MS in Engineering or Mathematics

One year of work experience as a Research or Teaching Assistant

This position qualifies for CTC’s employee referral policy program.

Must have some work experience in each of the following:

Quantitative Researcher