Ronin Capital, LLC is a limited liability company headquartered in Chicago, Illinois with offices in New York and California. The Firm and its affiliates are registered broker/dealers and members of the AMEX, CBOE, CBOT, CME, CHX and the NYMEX. The Firm currently has proprietary trading operations covering a variety of markets including equity securities, government bonds, corporate bonds, and related derivatives on global exchanges and electronically. There are currently more than 250 employees and affiliated persons.

Ronin is currently looking to hire a Quantitative Research Analyst with prior experience working in the trading industry. The individual in this position will be responsible for analyzing market data. This position is located in our Chicago, Illinois office.

• Utilize proprietary software that has been developed by Ronin Capital and its Affiliated Companies to develop predictive models for a high frequency equity trade.
• Systematically research and review variables for potential short term equity security trades.
• Conduct research, analyze, and present discoveries in a professional format.
• Develop and back-test new quantitative equity trading strategies and model theoretical profits.
• Evaluate various catalysts in the market place and their effects on individual equity securities.
• Work with senior programmers in design, development, and implementation of financial software.
• Conduct risk analysis and modeling projects for the department. Act as subject matter expert on cross-functional working groups/teams to quantify firm risk exposure.
• Perform related duties as assigned.

• Master’s degree or equivalent in Mathematics, Statistics, Engineering, Econometrics, Physics, Computer Science or related degrees with a high level of experience in statistics and/or econometrics with related coursework and work experience. PhD degree preferred.
• Three to five years experience developing time series models, especially for financial purposes.
• Strong modeling and tool building experience.
• Knowledge of and experience using C/C++/C#, and/or Ruby.
• Ability to write limited SAS/ R / S+ code (to adapt the existing programs and develop new applications).
• Strong statistical understanding and finance knowledge.
• Previous work/internship experience in the Financial Services Industry.
• Desire and ability to work in a fast-paced, high-stress environment and to meet deadlines and complete time-sensitive duties as assigned
• Meticulous and detail-oriented with strong critical thinking skills with the ability to solve complex problems that may occur before, during, and after the trading day.
• Excellent quantitative skills
• Desire and aptitude to learn and understand the Derivatives Trading Industry.
• Strong interpersonal and communication skills.
• Ability to work in and contribute to the team atmosphere.
• Proficiency with software and system applications (Excel, MS Word, VBA etc.) and ability to learn internal applications.