Quantitative Researcher – Futures
Core
Develop systematic futures trading strategies using large-scale data analysis and machine learning to generate forecasts for execution in futures markets.
Role type
Senior quantitative researcher (systematic futures trading)
Builds
Production trading strategies and signal generation frameworks for futures markets
Domain
Financial services / High-frequency trading / Futures markets
Deliverable
production ML models | product features
Required skills
Python, C++, statistical modeling, time-series analysis, machine learning, large-scale data analysis, market microstructure understanding, hypothesis generation, backtesting, risk assessment
Preferred skills
Experience in systematic trading, futures, HFT, alternative data integration, tooling design
Technologies
Python, C++, large-scale data feeds, research-to-production pipelines
Responsibilities
Conduct alpha/signal research for intraday futures strategies; prototype, backtest, and evaluate new trading ideas; collaborate on research-to-production pipeline implementation; monitor and refine existing strategies; integrate new data sources and market signals; contribute to strategic research direction and infrastructure improvements
Seniority
Senior, hands-on IC