Job Details | Quantitative Analyst

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Calamos Advisors LLC

Location: NapervilleIL 60563 Document ID: AE306-3A94 Posted on: 2020-08-1008/10/2020 Job Type: Regular

Job Schedule:Full-time
Minimum Education: Not Specified2020-09-09
 

Quantitative Analyst

Job Description

Calamos Advisors LLC has an opening for Quantitative Analyst in Naperville, Illinois. Conduct quantitative investment analysis within a team setting. Build, refine, and implement multi factor investment models, create portfolio analytics, and build machine learning models. Contribute both in a self-sufficient independent mode as well working in close collaboration with other members of the team. Perform back testing of trading strategies and supporting risk management and product development efforts. Build mathematical/statistical model to price derivatives (futures & options), currency, and convertible bonds. Build quantitative models to systematically discover alpha signals using traditional and alternative datasets across different asset classes. Incorporate machine learning techniques such as Artificial Neural Network (ANN) and Gradient Boosting Method (GBM) into systematic strategy research. 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. Perform related duties as assigned. Full time (40 hours/week). To apply, please send resume to Sarah Quintanilla, SPHR at Calamos Advisors LLC, 2020 Calamos Court, Naperville, IL 60563, Ref: Quantitative Analyst.

Job Requirements

Position requires a Master’s degree in Financial Engineering or a related quantitative discipline and five years of experience in Quantitative Research.

  • Two years post graduate experience in developing trading strategies in either futures or currency;
  • Published research papers in reputed journals;
  • Hands-on experience in quantitative research, predictive modelling and machine learning;
  • Chartered financial analyst (CFA) or Financial Risk Manager (FRM) certification;
  • Experience with cutting edge statistical methods and computational techniques such as Artificial Intelligence;
  • Knowledge of quantitative systems development, tools and engineering techniques including back testing, portfolio construction, optimization, attribution, risk control and quality control; and
  • Knowledge of industry standard tools and databases such as Bloomberg or FactSet.
     
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