Quantitative Researcher

The firm is a global trading organization with a strong research culture and a world-class technology platform. It operates across major financial hubs worldwide and is known for its collaborative environment, continuous innovation, and long-term commitment to systematic trading excellence.

We are seeking experienced quantitative researchers to develop systematic trading strategies in global futures markets. You'll join a well-resourced research group that combines deep derivatives expertise with modern data science and a highly scalable execution platform.

In this role, you will focus on large-scale data analysis and advanced modeling techniques to generate intraday forecasts, working closely with engineers and traders to move ideas efficiently from research into production.

Core Responsibilities

• Research, design, and validate alpha signals for intraday futures strategies, from hypothesis generation through rigorous analysis.
• Rapidly prototype and backtest trading ideas using large, high-frequency market datasets.
• Partner with developers and traders to build and enhance a robust research-to-production framework.
• Monitor live strategies, assess performance and risk, and iterate to mitigate edge decay.
• Identify and incorporate new data sources, including alternative data and market microstructure signals.
• Contribute to research tooling, data infrastructure, and overall methodological direction.

Skills & Experience

• Advanced degree (MSc, PhD, or equivalent) in a quantitative field (e.g., Math, Statistics, Physics, CS).
• 5+ years of quantitative research experience, ideally in systematic futures, HFT, or related environments.
• Proven ability to generate and validate predictive signals in derivatives or systematic trading.
• Strong programming skills (e.g., Python, C++) and experience working with large-scale and real-time data.
• Solid foundation in statistics, time-series analysis, and machine learning, with a clear understanding of overfitting and robustness.
• Strong interest in market microstructure, order flow, and volatility.
• Practical, commercially minded approach to evaluating strategy performance and deployability.
• Excellent communication skills and ability to collaborate across research, trading, and engineering teams.