Quantitative Researcher

Perform rigorous applied research to discover systematic anomalies in liquid futures markets, present actionable trading ideas, and contribute to the team's research tooling and efficiency.

Requirements

• Advanced degree in mathematics, statistics, computer science, or similar quantitative discipline
• 5+ years of work experience in systematic alpha research in liquid futures using high frequency/tick data
• Fluency in data science practices, e.g., feature engineering, signal combining
• Technically comfortable handling large datasets
• Comfortable with C++ and Python in a Linux environment with AWS exposure
• Highly motivated, willing to take ownership of his/her work
• Collaborative mindset with strong independent research ability
• Commitment to the highest ethical standards