Title: Financial Quantitative Analyst
Job Description: Gather, process, and evaluate large amounts of raw market data across multi-asset classes from data vendors and apply financial mathematical techniques to develop trading strategies across asset classes such as commodity futures, options, and exchange traded markets. Perform data reduction, reformation, and cleansing to convert data into accurate and manageable data. Apply financial quantitative techniques including stochastic models and option pricing theory to the processed data to develop and improve trading algorithms and models. Develop beta trading strategies for financial instruments including securities, commodity futures, and options using developed statistics, metrics, and parameters. Back test developed trading strategies in a simulated live environment including Monte Carlo simulation. Monitor and analyze performance of trading strategies against real-time market data to improve and optimize the developed trading strategies. Monitor performance of live trades. Use quantitative portfolio theory to control volatility and risk while optimizing trading portfolios. Research and assess new data resources, technologies, and analytics tools in developing quantitative based trading strategies. **Work is at Employer's Office (141 W. Jackson Blvd., Suite 1486, Chicago, IL 60604) with no travel involved.
Minimum Requirements: Master's degree in Financial Mathematics, Financial Engineering, or a closely related field plus 3 years of progressively responsible experience in occupations related to a Financial Quantitative Analyst. Must have 3 years of experience in modelling financial markets, 3 years of experience in developing financial quantitative models for trading algorithms and trading strategies, 3 years of experience developing pricing models for futures, options, or exchange traded markets, 3 years of experience in conducting simulations of financial models for trading algorithms and trading strategies, and 3 years of experience in back-testing quantitative models against securities, futures and options markets. Must have 3 years of experience working with regression models, stochastic analysis, Python, C++, MATLAB, SQL, and VBA. Send resume to XAJ Capital LLC, at email@example.com.