Career Level Staff
Experience 3 Years
Industry Research & Development
Qualifications Bachelor's Degree
Who is Allston Trading?
Founded in 2002 by former CME floor traders, Allston Trading is one of the world’s leading electronic trading and market-making firms, providing liquidity in global energy, commodity and financial futures markets. Allston is owned by its current and former employees, a retired founder, and long-term institutional backers Sequoia Capital and Francisco Partners. We are proud of our track record through multiple macro-economic cycles and an ever-evolving landscape of technology, regulation and market structure. We have attracted and retained many of the industry’s best and brightest trading, analytical and technology professionals.
Headquartered in Chicago, we also have offices in New York, Houston, and London.
What does this role entail?
The Quantitative Researcher will analyze and develop profitable trading models by applying large scale statistical analysis and other relevant techniques to market data and other relevant data sources.
What does it take?
- Masters or PhD in, e.g., Statistics, Computer Science, Mathematics, Physics
- Proven success with profitable trading strategies
- Hands on experience in the full life-cycle of strategy development research, including: idea creation; data collection/cleansing; analysis; testing; and deployment
- Proven success working with large data sets and developing predictive statistical models
- Strong programming skills in C++ in a Linux environment
- Experience with numerical computing in Python
- Strong knowledge of probability, statistics, machine learning, time-series analysis, large scale inference
- Prior experience working in a data driven research environment
- Strong communication and collaboration skills with the ability to work within a multi-disciplinary team
What are the benefits?
- Quarterly bonus program
- Catered breakfast and lunch daily
- Weekly shoulder massages
- Flexible vacation policy
- Paid maternity leave
- Tuition assistance
- Medical/Dental/Vision coverage
- 401(K) matching plan
- Casual dress code
- Company events
- Employee discount program and much more!