Quantitative?Trading?

Employer Name Cargill   Address 00000
Job Type   Address 2
Experience   City Wayzata
Education   State Minnesota
  Zip Code 55391

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Job Description

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Contact Email: 562e5a809f5649a08d70e3580a815964@de.works

**Quantitative Trading and Algo Researcher \- Quantitative Trading Execution**



Cargill provides food, agriculture, financial and industrial products and services to the world\. Together with farmers, customers, governments and communities, we help people thrive by applying our insights and over 150 years of experience\. We have 160,000 employees in 70 countries who are committed to feeding the world in a responsible way, reducing environmental impact and improving the communities where we live and work\.



**Description**



**Position Purpose and Summary**



Cargill is developing an ambitious Trading strategy that aims to transform the way Cargill operates across enterprises and functions over the coming years\.



This strategy looks at key aspects of our trading activities and the scale of the transformation will require building out new enterprise\-level quantitative, electronic and algorithmic trading capabilities\.To enact this build\-out, a team will need to be recruited and managed to turn this vision into a live working product; and technology solutions will need to be designed and implemented\.



The role of Quantitative Trading Researcher \- Quantitative Trading Execution will identify, develop and implement quantitative trading solutions to allow Cargill to achieve its vision of transforming Quantitative Trading and Execution\. This position will be responsible for managing and researching quantitative projects within the Quantitative Trading Execution team\.



**Principal Accountabilities**



**60% Algo Development**



Research, develop and implement algorithms to trade portfolios of futures, futures options and other derivative securities

Research, develop and implement quantitative tools to measure pre\- and post\- trade market impact costs from trading portfolios of securities algorithmically

Work with external business units and trading groups to develop bespoke algorithms for specific business unit?s needs

Work with quantitative research groups on implementing systematic and algorithmic trading strategies

Assist in recruiting quantitative team members for algo development and quantitative research

Report on progress and delays in the project



**40% Trading Execution Platform**



Develop low\-latency engines to price option real\-time

Use high\-performance\-computing \(HPC\) technology such as GPU servers to process real\-time options feeds, calculate implied volatilities and greeks

Work with other quantitative trading execution team members to build out technology for implementation of trading algorithms

Interface with other groups within Cargill to coordinate integration of trading platform into other areas of the firm



**Qualifications**



**Required Qualifications**



10 years of working in financial firms in trading, quantitative research and software development roles

10 years of trading experience, managing trading portfolios and deep understanding of market microstructure

Experience with designing low\-latency electronic and automated trading systems

Experience with High\-Performance\-Computing \(HPC\) hardware and software including work with CUDA/C for GPUs

Experience designing quantitative trading algorithms

Experience with C , C\#, \.NET, Python, SQL, Matlab, Linux

Experience with quantitative financial, econometric and time\-series models \(MC\-Monte Carlo methods, Stochastic Volatility Models, Bayesian statistics, Linear and Non\-Linear Filtering\)

BS or BA degree or equivalent in Computer Science, Engineering, Mathematics or Physics

PhD in a quantitative field such as Engineering, Math/Physics, Economics/Econometrics

Strong understanding of automated and algorithmic trading

Demonstrated ability on execution of complex projects

Excellent verbal and written communication skills in English



Equal Opportunity Employer, including Disability/Vet\.



**Job** Trading and Merchandising



**Primary Location** US\-MN\-Wayzata



**Schedule** Full\-time



**Job Type** Standard



**Shift** Day Job

**Req ID:** WAY07829

Required Skills

Description of Benefits: Salary / Commissions / Bonuses / Other