Dime Line Trading-posted 9 months ago
Chicago, IL

The position involves conducting independent research with a focus on statistical and predictive models. The candidate will manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring. Additionally, the role requires maintaining and cleaning datasets, evaluating new datasets for predictive potential, and implementing models in Python. The candidate will also enhance and improve the trading system while working on operational tasks as needed, along with other duties as assigned.

  • Independently conduct research with a focus on statistical and predictive models
  • Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
  • Maintain and clean datasets with an eye for missing or incorrect data
  • Evaluate new datasets for predictive potential
  • Implement models in Python
  • Enhance and improve the trading system, working on operational tasks as needed
  • Other duties as assigned
  • Masters degree in Math, Computer Science, or related field
  • 3 years of related experience
  • Strong programming skills
  • Any amount of experience conducting research on datasets and designing, developing and implementing statistical and machine learning models from this data
  • Any amount of experience testing and improving low latency optimization models for use in production settings in Linux environments
  • Any amount of experience analyzing and improving central limit order book statistical trading algorithms
  • Any amount of experience developing and maintaining Object Oriented codebases/libraries
  • Any amount of experience interacting with and manipulating SQL databases and APIs to facilitate development of real time models
  • Predictable and reliable availability
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