Algorithmic Trader - Delta One
Core
Build and run short-horizon (microsecond-to-second) trading strategies for CME equity index futures using full-depth order book data and FPGA/C++ systems.
Role type
Senior IC algorithmic trader (low-latency)
Builds
Live trading strategies and predictive signals for ES/NQ futures
Domain
Financial markets / Low-latency trading
Deliverable
production ML models
Required skills
CME equity index futures trading, C++ development, FPGA collaboration, Python (polars/pandas/numpy), order book modeling, latency profiling, market-making logic
Preferred skills
Index basis/roll analysis, SPX options, microwave network latency
Responsibilities
Research and build price-prediction signals from order book data, own the signal pipeline end-to-end, design and tune passive market-making strategies, model the matching engine, measure and improve system latency, write specs and verify developer output
Seniority
Senior, hands-on IC
