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Magma Capital Funds LLC in Chicago, IL seeks Quantitative Researcher. Conduct statistical analysis of market data, historical trends, and relationships across multiple assets. Apply mathematical modeling and quantitative methods to identify and capture trading signals. Working on company’s quantitative research infrastructure & platform to expedite the quant team’s overall research cycle. Constructing statistical machine learning models to build daily/intraday trading models and responsible for putting them into production. Lead the sub quant team to carry out machine learning research.
Must possess a Master’s Degree in Computational Finance, Financial Engineering, Mathematics, Statistics, or a closely related field and 1 years of experience in the job offered or a related analyst position. Must also possess experience with (i) using programming languages using Python, C++, R, or Matlab to carry out research and production in a quantitative directed environment; (ii) building machine learning, deep learning models, and popular machine learning/statistical packages such as sci-kit learn, PyTorch, or TensorFlow; (iii) quantitative strategies research in alpha trading strategies, CTA strategies, or related; (iv) quantitative risk management system such as Trading PnL attribution system, derivative pricing algorithm, or numerical optimization; and (v) using technical tools such as Git, Linux, Azure, Docker, or AWS in the production environment.
Apply online: https://magmacapitalfunds.com/careers/