Senior Quantitative Researcher/Trader - High-Frequency Futures Trading We're looking for an experienced Quantitative Researcher to lead strategy development for high-frequency futures trading. This role is ideal for someone with deep expertise in market microstructure, statistical modeling, and low-latency execution.
What You'll Do
• Design, implement, and optimize high-frequency trading strategies across global futures markets.
• Conduct advanced research on market microstructure, liquidity dynamics, and short-term alpha signals.
• Develop predictive models leveraging large-scale tick data and real-time market feeds.
• Collaborate with engineers to deploy strategies in ultra-low-latency environments.
• Continuously monitor performance, refine models, and adapt to evolving market conditions.
Ideal Background
• Advanced degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, or Engineering.
• 2-5+ years of experience in quantitative research for high-frequency or ultra-low-latency trading.
• Strong programming skills in C++ and Python; experience with high-performance computing and distributed systems.
• Deep understanding of futures markets, order book dynamics, and execution algorithms.
• Proven track record of developing profitable strategies in HFT environments.
What We Offer
• Highly competitive compensation with significant performance-based upside.
• Access to cutting-edge technology and infrastructure for low-latency trading.
• Collaborative, research-driven culture with direct impact on trading performance.
• Comprehensive benefits including health, wellness, and retirement plans.
Location: Major financial hubs (e.g., New York, Chicago, CA, Miami, Remote)
Industry: Proprietary Trading - High-Frequency Futures Strategies
