Hedge Fund Quantitative Analyst
Title: Quantitative Analyst
Location: Chicago
Department: Wolverine Asset Management
Position Summary
Wolverine Asset Management is looking for skilled and passionate individuals to work with our arbitrage and relative value strategy portfolio management teams. The ideal candidate has a degree in Mathematics, Engineering, Statistics, Physics, Finance, Computer Science, or another quantitative field. This opportunity will provide the right candidate the ability to have an impact on the productivity and growth of multiple strategies at the firm.
Requirements
- Basic knowledge of probability and statistics.
- Strong written and verbal communication skills.
- Prior experience working in a data driven research environment.
- Programming experience strongly preferred.
- Working knowledge of basic corporate finance and/or securities trading preferred.
About Wolverine
Wolverine Asset Management, LLC ('WAM') is an alternative asset management firm that seeks to generate returns for its investors by investing in the equity, credit, commodity, and volatility asset classes. WAM was founded in 2002 and currently has over USD 3.8bn in assets under management.
Wolverine, founded in 1994, is a diversified financial institution specializing in proprietary trading, order execution services, and technology solutions. Wolverine is recognized as a market leader in derivatives valuation, trading, and value-added order execution across global equity, options, and futures markets. With a focus on innovation, achievement, and integrity, Wolverine takes pride in serving the interests of both its clients and colleagues. Wolverine is headquartered in Chicago with offices in New York and San Francisco and a proprietary trading affiliate office located in London.
Sponsorship is not available for this position.