Systematic Quantitative Researcher - PhD

CTC Campus•Chicago, IL

About The Position

CTC is a cutting-edge proprietary trading firm with a long-term vision and a clear focus on helping the world price and manage risk. Our fun and trusting culture inspires us to solve the industry’s most challenging problems and take calculated risks in a collaborative environment. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. The Role Quantitative research is a key driver of innovation at CTC and one of the pillars upon which our firm is built. As a Quantitative Researcher, you’ll operate near the tip of the spear in a collaborative, dynamic environment. This includes close partnership with other researchers, traders, and engineers on quantitative problem-solving, trading strategy generation, back-testing, statistical analysis, and system design. Our environment of collaborative innovation and intellectual curiosity allows us to share in our victories while continually challenging ourselves to stretch the limits of our creativity. Take advantage of this opportunity to apply the scientific method to business problems as part of one of our Quant teams at CTC! We prioritize team matching at the outset of our hiring process, thoughtfully considering which of our two teams (Vol Overlay or Delta Force) offers the best fit for each candidate’s strengths and interests while also aligning to the firm’s highest priority needs. What We’re Looking For We are seeking a Quantitative Researcher who can seamlessly blend academic rigor with practical application in our fast-paced trading environment. This individual will partner with our Trading and Technology teams to strengthen, scale, and evolve the firm's trading capabilities. The ideal candidate will possess a unique combination of analytical prowess, programming skills, and eye for business, driving innovation and results in quantitative finance.

Requirements

PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Applied Mathematics, or Operations Research)
Proven ability to conduct independent, high-quality research
Exceptional ability to communicate complex ideas and research results, both in writing and verbally
Unwavering commitment to quality, coupled with a drive for delivering commercial outcomes.
Demonstrated expertise in applying quantitative modeling techniques to large, complex datasets
Strong track record of publications in an industry setting
Advanced Python programming skills

Nice To Haves

Proficiency in C++
Experience in financial markets
Experience using NumPy and Pandas libraries
Experience with the software development lifecycle

Responsibilities

Analyze market data to come up with economic and microstructure hypotheses
Build predictive and explanatory models to describe financial markets
Add revenue by applying thorough research processes to real life business problems
Contribute to ongoing improvement of research and trading infrastructure

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