Quantitative Researcher - Delta One
Core
Senior Quantitative Researcher developing systematic delta-one futures strategies, signal generation, and hedging frameworks for the FICC options trading business.
Role type
Senior IC quantitative researcher (derivatives/futures)
Builds
Systematic futures strategies, quantitative signals, and risk-efficient hedging frameworks for options portfolios
Domain
Financial markets (FICC, Futures, Options, Derivatives)
Deliverable
production ML models
Required skills
Quantitative signal generation, statistical modeling, alpha generation, backtesting, model validation, derivatives pricing, volatility dynamics, risk modeling, Python, market microstructure, execution modeling
Preferred skills
Global futures market research, options strategy integration, portfolio construction, capital allocation, risk budgeting
Technologies
Python
Responsibilities
Research and validate systematic delta-one futures strategies across global markets; Build and refine quantitative signal generation frameworks; Develop and evaluate futures-based hedging methodologies; Model and analyze strategy and portfolio risks; Partner with traders to productionize research and establish model monitoring; Conduct rigorous backtesting, out-of-sample validation, and performance attribution; Analyze live strategy performance to identify weaknesses and opportunities; Continuously refine models for signal quality and capital efficiency
Seniority
Senior, hands-on IC