AAA Global
Machine Learning Researcher | Chicago, USA
AAA Global, Chicago, Illinois, United States, 60290
Overview
Machine Learning Researcher | Chicago, USA. Domain Focus: Derivatives, Futures & Options Pricing, Volatility Surface Modeling. Experience: 3+ years experience with derivatives-focused ML research. International Talent: Yes, international applicants are encouraged. This role provides the opportunity to apply deep machine learning expertise to Chicago's derivatives markets, focusing on futures and options and related instruments. The role requires researchers who thrive on intellectual challenges and fast-paced execution in a specialist domain. Responsibilities Design, develop and deploy machine learning models for futures, options, and related derivatives. Analyze market microstructure, volatility, and pricing models to generate predictive signals and manage risk in fast-paced environments. Collaborate with traders and technologists to translate research into executable trading strategies. Work with large high-frequency datasets specific to futures and options markets. Communicate model assumptions, limitations, and performance metrics to a specialist audience.
Projects And Performance
Successful development and deployment of ML models for volatility forecasting, options pricing, and spread trading. Experience optimizing trading strategies for speed and precision in low-latency environments.
Qualifications And Technical Prowess
Ph.D. or MS in a quantitative discipline is highly desirable. Published research in derivatives, stochastic calculus, or quantitative finance is a strong plus. Proficiency in Python and C++ with strong data analysis and high-performance computing libraries. Experience with statistical modelling and quantitative analysis of derivatives. Experience working with large, high-frequency datasets specific to futures and options markets.
Profile And Qualities
Collaborative professionals who integrate effectively into teams of specialist derivatives traders and developers. Detail oriented, highly motivated, and aligned with cultures that value expertise, intellectual rigour, and competitive drive. Adaptable mindset and ability to stay ahead in a field that evolves with new instruments and market dynamics.
How To Apply
Apply above or connect directly. Discreet conversations are welcome; if concerned, contact us directly. #J-18808-Ljbffr
Machine Learning Researcher | Chicago, USA. Domain Focus: Derivatives, Futures & Options Pricing, Volatility Surface Modeling. Experience: 3+ years experience with derivatives-focused ML research. International Talent: Yes, international applicants are encouraged. This role provides the opportunity to apply deep machine learning expertise to Chicago's derivatives markets, focusing on futures and options and related instruments. The role requires researchers who thrive on intellectual challenges and fast-paced execution in a specialist domain. Responsibilities Design, develop and deploy machine learning models for futures, options, and related derivatives. Analyze market microstructure, volatility, and pricing models to generate predictive signals and manage risk in fast-paced environments. Collaborate with traders and technologists to translate research into executable trading strategies. Work with large high-frequency datasets specific to futures and options markets. Communicate model assumptions, limitations, and performance metrics to a specialist audience.
Projects And Performance
Successful development and deployment of ML models for volatility forecasting, options pricing, and spread trading. Experience optimizing trading strategies for speed and precision in low-latency environments.
Qualifications And Technical Prowess
Ph.D. or MS in a quantitative discipline is highly desirable. Published research in derivatives, stochastic calculus, or quantitative finance is a strong plus. Proficiency in Python and C++ with strong data analysis and high-performance computing libraries. Experience with statistical modelling and quantitative analysis of derivatives. Experience working with large, high-frequency datasets specific to futures and options markets.
Profile And Qualities
Collaborative professionals who integrate effectively into teams of specialist derivatives traders and developers. Detail oriented, highly motivated, and aligned with cultures that value expertise, intellectual rigour, and competitive drive. Adaptable mindset and ability to stay ahead in a field that evolves with new instruments and market dynamics.
How To Apply
Apply above or connect directly. Discreet conversations are welcome; if concerned, contact us directly. #J-18808-Ljbffr