Use statistical methods to analyze large financial data sets, generate insights into the financial markets, develop and implement quantitative models to identify potential trading opportunities that will increase the profitability of the firm. Detailed job duties include the following: Writes scripts in Python and R to conduct statistical analysis on large trading data sets and scientifically describes its characteristics in terms of probability distributions. Defines hypotheses about features and behaviors of the financial product and tests them with statistical methods to find proven characteristics that lead to trading idea generation. Designs and tests predictive models based on modern machine learning techniques to predict a financial product's future price movement. Implements new trading strategies in C# language and framework that is plugged into the firm’s proprietary algorithmic trading platform and runs simulation on the trading strategy to estimate the new strategy’s profitability before running it live in the markets. Collects financial market data for different futures products using proprietary software and cleans the data for analysis (detect duplicates, adjust for missing data and outliers, decrease the dimensions of data, etc.) by writing scripts in statistical programming languages such as Python and R. $150,000 - $250,000 per year. Minimum Job Requirements: Master’s degree in Statistics, Financial Engineering, Computer Science, Mathematics or a related quantitative field and at least three years of experience. Will accept Bachelor’s degree plus five years of experience lieu of Master’s degree plus three years of experience. Must have experience designing quantitative models using at least one of the following: C, C++ or Python. May telecommute from any US location.