Quantitative Researcher | Akuna Capital

Location: Chicago, IL (Headquarters) | Work Mode: Full-time | Industry: Options Market Making | Posting date/time : February 10, 2026

Job Description

About Akuna Capital

Akuna Capital is an innovative trading firm specializing in options market-making. We provide liquidity by offering competitive quotes to both buy and sell. To succeed, we design and implement proprietary low-latency technologies, advanced trading strategies, and sophisticated mathematical models.

The Role

As a Quantitative Researcher, you will join a multidisciplinary group of mathematicians, statisticians, and technologists. You will be responsible for applying and developing machine learning algorithms to contribute to Akuna’s strategy portfolio, driving the development of predictive models that respond to real-time market conditions.

Key Responsibilities:

• Develop and deploy trading strategies using statistical and machine learning algorithms.
• Conduct rigorous signal and feature research to improve predictive model accuracy.
• Design and optimize ML workflows to support scalable, efficient, and reproducible research.
• Collaborate closely with developers and traders to move ideas from research to production.
• Respond quickly and accurately to rapidly changing market conditions through rapid math and coding problem-solving.

Qualifications:

• Experience: 3+ years of professional work experience in statistics or machine learning.
• Education: BS/MS/PhD in a technical field (Math, Physics, CS, or Engineering).
• Programming: Strong experience in Python or C++.
• Knowledge: Expertise in statistics and machine learning; financial market knowledge is a plus.

Job details made easy by trendtoday360

Position: ML-Focused Quantitative Researcher
Core Technology: Python/C++, ML Workflows, Statistical Arbitrage
Environment: High-Performance Computing (HPC) & Low-Latency Trading

✅ Job Summary and Focus:

Akuna Capital is looking for a Predictive Architect who can turn noise into signal. In the world of options market-making, the window of opportunity is measured in microseconds. The focus of this role is Feature Engineering and Signal Discovery—identifying the mathematical indicators that predict price movement before they occur. You will be building Scalable ML Pipelines that not only find alpha but are efficient enough to be integrated into Akuna’s Low-Latency C++ execution engine. This is a role for a researcher who values “reproducible research” as much as they value innovative “out-of-the-box” thinking.

📌 Key ATS Resume Keywords:

Quantitative Researcher, Akuna Capital, Options Market Making, Machine Learning, Statistical Modeling, Feature Engineering, Python, C++, Low Latency, Signal Research, Predictive Models, Derivatives, Quantitative Analysis, Scalable Workflows, Mathematical Modeling.

💰 Compensation and Industry Demographics:

While the base salary is not explicitly listed, market rates for Quant Researchers at Tier-1 Chicago trading firms like Akuna typically range from $175,000 to $250,000 base, with significant discretionary bonuses tied to strategy performance.

In the context of the U.S. Quantitative Finance workforce for 2025-2026:

• Market Trends: In 2026, the shift toward Automated Machine Learning (AutoML) in HFT has increased the demand for researchers who can design self-optimizing signal workflows by 25%.
• Racial Representation in Quant Research: Based on 2025 industry labor data for Chicago-based proprietary trading firms:
  • White: 44.2%
  • Asian: 43.1%
  • Hispanic or Latino: 5.9%
  • Black or African American: 4.6%
  • Other: 2.2%
• Gender in HFT: Women represent approximately 18% of quantitative researcher roles globally, with firms like Akuna placing a heavy emphasis on collaborative, multidisciplinary team structures to foster diverse innovative talent.
• The Chicago Edge: Being headquartered in the “options capital of the world,” Akuna provides unique exposure to the derivatives microstructure that is unavailable in standard equity shops.

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