Quant Researcher — Systematic Futures & High-Freq Trading
Selby Jennings
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Job description
Quant Researcher (Systematic Futures) - Global Prop Trading Firm
Global Top Tier Systematic Trading Firm Hiring for Research & Trading Group
After several consecutive years of market-leading performance, this division has established itself as a dominant force in systematic futures trading. Operating within a highly collaborative framework, it offers new hires immediate integration into impactful projects-backed by a hybrid research-trading model that directly ties contributions to PnL generation and commensurate compensation.
About the Role
The team benefits from state-of-the-art technology across mid-frequency and high-frequency trading platforms, dedicated trading support systems designed for systematic strategy execution, and access to cutting-edge research tools and low-latency infrastructure.
Responsibilities
- Quantitative Research: Conduct in-depth analysis to identify systematic futures trading opportunities, leveraging statistical modeling and market microstructure insights.
- Model Development & Implementation: Design, enhance, and deploy trading models/algorithms using cutting-edge technology to drive PnL growth.
- Cross-Functional Collaboration: Partner with quants, engineers, and risk teams to optimize strategies, refine risk management frameworks, and implement trading solutions.
- Market Intelligence Integration: Monitor global market trends, industry innovations, and regulatory shifts to inform strategy evolution.
- Continuous Optimization: Refine quantitative models to maximize profitability and adapt to changing market dynamics.
Qualifications
- Advanced Academic Credentials: Ph.D. in Finance, Mathematics, Statistics, Physics, or related quantitative discipline.
- Professional Experience: Proven track record in systematic futures research or trading at a mid-to-high frequency trading firm, with demonstrable impact on strategy performance.
- Technical Proficiency: Expertise in Python and/or C++ for quantitative modeling, backtesting, and algorithmic implementation.
- Soft Skills: Exceptional communication under high-pressure environments, with the ability to translate complex research into actionable trading strategies.
Quant Researcher (Systematic Futures) - Global Prop Trading Firm
Location - Hongkong/Singapore/Shanghai/Australia/Dubai.
Global Top Tier Systematic Trading Firm Hiring for Research & Trading Group
After several consecutive years of market-leading performance, this division has established itself as a dominant force in systematic futures trading. Operating within a highly collaborative framework, it offers new hires immediate integration into impactful projects-backed by a hybrid research-trading model that directly ties contributions to PnL generation and commensurate compensation.
About the Role
The team benefits from state-of-the-art technology across mid-frequency and high-frequency trading platforms, dedicated trading support systems designed for systematic strategy execution, and access to cutting-edge research tools and low-latency infrastructure.
Responsibilities
- Quantitative Research: Conduct in-depth analysis to identify systematic futures trading opportunities, leveraging statistical modeling and market microstructure insights.
- Model Development & Implementation: Design, enhance, and deploy trading models/algorithms using cutting-edge technology to drive PnL growth.
- Cross-Functional Collaboration: Partner with quants, engineers, and risk teams to optimize strategies, refine risk management frameworks, and implement trading solutions.
- Market Intelligence Integration: Monitor global market trends, industry innovations, and regulatory shifts to inform strategy evolution.
- Continuous Optimization: Refine quantitative models to maximize profitability and adapt to changing market dynamics.
Qualifications
- Advanced Academic Credentials: Ph.D. in Finance, Mathematics, Statistics, Physics, or related quantitative discipline.
- Professional Experience: Proven track record in systematic futures research or trading at a mid-to-high frequency trading firm, with demonstrable impact on strategy performance.
- Technical Proficiency: Expertise in Python and/or C++ for quantitative modeling, backtesting, and algorithmic implementation.
- Soft Skills: Exceptional communication under high-pressure environments, with the ability to translate complex research into actionable trading strategies.
High-Frequency TradingQuantitative AnalyticsCTAFutures TradingMachine LearningInvestmentsCryptoEquity TradingOptionsQuantitative Research
- Seniority levelNot Applicable
- Employment typeFull-time
- Job functionFinance
- IndustriesInvestment Management
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