Quantitative Trader – High Frequency Futures

We are looking for highly skilled and experienced individuals to join a research effort focused on generating high frequency trading alphas in the futures markets. The ideal candidate has direct experience in the alpha research process and understands the workflow from idea generation to production implementation. This opportunity will provide the right candidate the chance to have a large impact on the direction and productivity of a newly formed effort within a successful proprietary trading firm. 

What You'll Do:

• Conduct financial data analysis on large datasets to generate profitable trading alphas.
• Define key metrics for model validation
• Back-testing and production performance monitoring
• Contribute to in-house data analysis packages and research framework development
• Acquisition of new data sets and cleaning/maintenance of new and existing data sets.
• Contribute to futures trading technology stack architecture

What We're Looking For:

• At least 2+ years of experience generating or implementing short term trading alphas into production trading strategies
• Knowledge of CME and related market microstructure required.
• Advanced knowledge of modern statistical and machine learning techniques
• Proficiency in a scripting language such as Python, R, or MATLAB.
• Proficiency in at least one statistical package and one machine learning package in one of the above languages.
• Demonstrated experience working with tick data.
• Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, etc.
• Experience developing software systems an in object-oriented language is a plus.

All candidates must be eligible to work in the U.S. without sponsorship.