Quantitative Analyst

Job Description

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.

Job Requirements

Position requires a Master’s degree in Quantitative & Computational Finance, Financial Engineering, Econometrics, Computer Science, Engineering, Math, Physics, or a related field and 3 years of experience in financial engineering.

Must also have work experience in:

• 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;


• 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; and


• Database management and SQL.

SALARY:                         $110,000.00 per year

Please submit resume online through this site https://www.calamos.com/.