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Friday, October 31, 2008

Quantitative Analyst - Sun Trading LLC (Chicago, IL)

Sun Trading LLC is looking for junior financial engineers / quantitative analysts with the skills suitable for the following jobs within an FE Group: algorithm design, high-frequency data modeling, and statistical analysis.

The FE Group develops models and ideas into automated trading strategies to interface with electronic marketplaces. Financial engineers work with other groups to develop, implement and manage automated electronic trading strategies.

Principal Responsibilities:

  • Develop detailed specifications for trading algorithms and work with other staff members to implement the required technological solution
  • Perform historical tick-data analysis under direction from senior FE’s to improve existing trading models and create profitable quantitative strategies
  • Contribute to development of trading analytics and risk management tools
  • Perform statistical analysis studies

Knowledge, Skills and Abilities:
  • Ability to effectively communicate verbally and in written form with members of the trading and technical teams
  • Aptitude to create successful trading strategies through application of mathematical techniques and data analysis
  • Understanding of electronic trading marketplaces and ability to formulate testable hypotheses based on research into market structure
  • Ability to formulate trading ideas into automated algorithms

Qualifications:
  • 1-2 years experience in electronic financial markets with extensive exposure to live trading environment and high-frequency trading
  • Advanced mathematical and quantitative skills with very strong numerical background and good statistical/empirical skills
  • Post-graduate level education in mathematics, finance or related field, or equivalent experience
  • Some experience with programming in Java/C/C++
  • Knowledge of modeling language (S/R/MATLAB) as well as database queries (SQL/KDB/Q).

Apply: email your resume to jobs@suntradingllc.com.

URL: www.datashaping.com/jobs17408x.shtml
Please mention datashaping.com when applying. Thank you.

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