Quant Researcher (Systematic Futures)
A global Top Tier Systematic Trading firm is looking to bolster their Research & Trading group across a number of their global offices (Chicago, NYC, Austin, Miami, Netherlands, London, Singapore)
After 3yrs of market leading performance this group is seen as a major player in the Systematic Futures space and operates in an incredibly collaborative manor, giving ample opportunity for any new hires to hit the ground running. Their hybrid Research / Trading set up means that candidates will be expected to contribute directly to the PnL and will be compensated as such.
As well as unparalleled trading performance, the group has access to top tier technology and trading support across both mid-frequency and high-frequency trading platforms.
Key Responsibilities:
- Conduct thorough quantitative research to identify trading opportunities in systematic futures.
- Develop, enhance and implement trading models and algorithms, leveraging cutting-edge technology to positively affect PnL.
- Collaborate with cross-functional teams to optimize trading strategies and risk management.
- Stay abreast of market trends, industry developments, and incorporate findings into trading strategies.
- Continuously refine and improve quantitative models to maximize profitability.
Qualifications:
- Advanced degree in a quantitative field (Ph.D. in Finance, Mathematics, Statistics, Physics, or related discipline).
- Proven experience in quantitative research OR Trading within systematic futures at a mid OR high frequency trading firm
- Excellent ability in programming languages such as Python OR C++ or both.
- Ability to communicate effectively in high pressure situations
