Delmar Nord · 9 hours ago
Quantitative Researcher – High Frequency Futures & Equities
Chicago, IL
Full-time
Onsite
Mid LevelDelmar Nord is a prop trading firm based in the US looking to hire a skilled Quantitative Researcher for their high-performing trading teams. The role involves conducting alpha signal research and applying machine learning algorithms to discover trading opportunities in high-frequency futures and equities.
Staffing & Recruiting
Responsibilities
Conduct alpha signal research targeted at HF futures/equities trading strategies
Applying novel machine learning algorithms and statistical approaches to discover and capitalize on trading opportunities
Build statistical forecasting models to impact real-time problem sets and drive insight to relevant markets
Qualification
Required
Bachelor's, MS, or PhD in Computer Science, Statistics, Physics, Mathematics
Python and/or C++ coding skills
Prior work in futures or equities systematic trading and experience in a direct market access environment
Expertise in statistics and machine learning
Company
Delmar Nord
At Delmar Nord, we work with only the best talent across quant, tech, and data, finding the critical building blocks needed for any successful quantitatively-driven investment business, When it comes to engaging both active and passive talent, we are meticulous in our search to find the top professionals in each niche.
Founded in 2023
2-10 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase