Ronin is currently seeking an experienced Head of Quantitative Research to manage a team of senior and junior quantitative researchers. The individual who fills this role shall provide overall leadership and direction to the Firm’s on-going Quantitative Research and Financial Engineering functions. The position offers an opportunity to lead an existing team of talented quants and financial engineers as well as make tangible impacts on the Firm’s general success. The Head of Quantitative Research shall report to the Firm’s COO and collaborate directly with head traders at the Firm. This position is located in our Chicago, Illinois office.

• Manage, lead, and mentor a team of quantitative researchers and financial engineers
• Drive quantitative research efforts as needed by the Firm’s traders and market-makers
• Manage and enhancement existing options pricing, market-making, and statistical arbitrage trading models built in-house.
• Enhance and improve existing research and back-testing methodologies employed at the Firm
• Work with senior programmers/developers in design and implementation of proprietary software
• Educate Firm administrative employees and trading staff with monthly formal finance theory courses
• Conduct weekly team meetings to discuss current projects, prioritization, and strategy
• Meet with the Firm’s Chief Operating Officer on a weekly basis to provide progress reports on on-going projects
• Perform related duties as assigned.

• A Masters Degree or equivalent in an industry applicable field (e.g., Mathematics, Physics, Engineering, Computer Science, Economics, or Finance). Ph.D. highly preferred.
• Proven leadership experience managing a team of quants within a trading environment
• Ten plus years experience in either teaching finance theory or the trading industry (at least five years experience in the trading industry)
• Extensive knowledge and understanding of common options pricing and volatility models
• Extensive experience in implementing common statistical research techniques
• Sound product knowledge in all asset classes traded by the Firm: government securities, corporate bonds, equities, equity & index options, interest rate futures and options, and commodity futures and options)
• Thorough knowledge of and experience in C++ required
• Strong planning and organizational skills, with the ability to document processes and procedures.
• Effective interpersonal and communication skills

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