Global Futures / CTA Quant Researcher
Core
Develop proprietary systematic trading strategies and generate independent alpha in global futures, commodities, and high-frequency trading markets.
Role type
Quantitative researcher (CTA/HFT)
Builds
Proprietary systematic trading strategies
Domain
Financial markets, futures, commodities, high-frequency trading
Deliverable
production ML models
Required skills
Mathematical modeling, C++ programming, Market microstructure analysis, Systematic strategy development, Alpha generation, Quantitative trading
Preferred skills
Futures trading experience, Commodities trading experience, High-frequency trading experience, AI research
Technologies
C++
Responsibilities
Develop proprietary systematic strategies, Analyze market microstructure, Generate independent alpha signals, Collaborate with senior researchers on quantitative models
