Quantitative Analyst
About The Position
Calamos Advisors LLC has an opening for Quantitative Analyst in Naperville, Illinois. Responsible for conducting quantitative analysis within a team setting. Build alpha signals, refine, and implement multi-factor investment models, create portfolio analytics, and enhance the investment toolkit. Back test models and support risk management and product development efforts, specifically, work in ESG-related monitoring and modeling. Develop and support quantitative stock selection models. Systematic discovery of alpha signals using traditional and alternative datasets. Incorporate machine learning techniques into systematic strategy research and development. Help ensure that quantitative models, research tools and risk controls are adequate to support new product initiatives. Collaborate with other team members and other groups in order to drive productivity. Support technological infrastructure and analytical research function.
Requirements
- Master’s degree in Quantitative & Computational Finance, Financial Engineering, Econometrics, Computer Science, Engineering, Math, Physics, or a related field
- 3 years of experience in financial engineering
- Conducting statistical analysis, quantitative research, and testing to improve portfolio management and performance
- Utilizing technical skills including Machine Learning and statistical analysis to elicit objective answers from historical financial market data
- Experience with Option datasets: Option Metrics or I Volatility
- Analyzing structured finance products, individual derivative positions in the portfolio, and exploring and visualizing patterns and trends in the analyzed data
- Providing investment research and presenting it including document workflows, processes, and results
- Adapting financial and economic theory to solve business problems, implementing findings through back testing and simulations
- Writing, debugging, and testing software written in Python and with PyCharm
- Database management and SQL
Responsibilities
- Conducting quantitative analysis within a team setting
- Build alpha signals
- Refine and implement multi-factor investment models
- Create portfolio analytics
- Enhance the investment toolkit
- Back test models
- Support risk management and product development efforts
- Work in ESG-related monitoring and modeling
- Develop and support quantitative stock selection models
- Systematic discovery of alpha signals using traditional and alternative datasets
- Incorporate machine learning techniques into systematic strategy research and development
- Ensure that quantitative models, research tools and risk controls are adequate to support new product initiatives
- Collaborate with other team members and other groups in order to drive productivity
- Support technological infrastructure and analytical research function
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Mid Level
