Quantitative Researcher - Delta One
Core
Senior quantitative research lead developing and validating systematic delta-one futures strategies to enhance the FICC options franchise.
Role type
Senior IC quantitative researcher (derivatives/futures)
Builds
Production systematic futures strategies and risk-efficient hedging frameworks for global derivatives markets
Domain
Financial services, Fixed Income, Currencies, Commodities, Equities (FICC)
Deliverable
production ML models
Required skills
Quantitative signal generation, statistical modeling, alpha generation, derivatives pricing, volatility dynamics, risk modeling, backtesting, model validation, Python, market microstructure, execution modeling
Preferred skills
Global futures market research, options strategy integration, portfolio construction, capital allocation, risk budgeting, full research lifecycle management
Technologies
Python
Responsibilities
Research, develop, 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 research, backtesting, out-of-sample validation, and performance attribution; Analyze live strategy performance to identify model weaknesses and opportunities; Continuously refine models to improve signal quality, robustness, scalability, and capital efficiency; Develop quantitative frameworks to inform portfolio construction and risk budgeting
Seniority
Senior, hands-on IC
