Quant jobs / Old Mission

Quantitative Researcher (ETFs)

A research role on Old Mission's ETF and equities trading group in Chicago, reviewing and building pricing models. The role could grow into helping build out the quant team.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Review current equity, commodity and FX pricing models and propose fixes
Calibrate models for unusual market conditions
Build research databases from the firm's data
Look for patterns in market data and microstructure
Brainstorm trading ideas with traders and developers

What they ask for

Required

Statistical analysis
Python
Pricing model work
Quantitative degree (advanced)
Handling large datasets
Communication

Preferred

VBA, R, Matlab or Java

Education: Advanced degree in computer science, engineering, maths, statistics or a hard science
Experience: Ideally 5+ years in quantitative research
Languages and tools: Python
VBA
R
Matlab
Java
Markets: equities, commodities, fx

How to prepare

Study ETF creation and redemption, and how fair value is estimated
Build a small ETF fair-value model against its underlying basket
Practise calibration on market data in unusual regimes
Explore tick-level microstructure patterns in Python

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Old Mission’s site before applying: requirements, location and pay can change after we check them.

View the posting on Old Mission’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Old Mission and doesn’t handle applications.