Chicago-Based High-Frequency Futures Quant Trader

Wolverine Trading, LLC; Chicago (IL); On-site; USD 150,000 - 200,000; Full time

Benefits offered by this job

Competitive salary

Discretionary bonus

Medical/dental/vision insurance

401K

Paid time off

On-site facilities

Job summary

Wolverine Trading, LLC in Chicago, IL seeks a Quantitative Trader specialized in high frequency futures to join a newly formed research team. You will generate and implement short-term alphas across futures markets, from idea to production, leveraging large-scale data and advanced statistics.

The role demands 2+ years of alpha research experience, strong CME microstructure knowledge, Python/R/MATLAB proficiency, and a track record with tick data. Competitive base salary with discretionary bonus.

Qualifications

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

Responsibilities

• 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 data sets.
• Contribute to futures trading technology stack architecture.

Skills

CME market microstructure

Python/R/MATLAB

Machine learning

Statistical analysis

Tick data experience

OO programming

Alpha research

Trading strategies

Education

Quantitative degree (Statistics/CS/Math/Engineering)

Tools

In-house data analysis packages

Job description

Wolverine Trading, LLC in Chicago, IL seeks a Quantitative Trader specialized in high frequency futures to join a newly formed research team. You will generate and implement short-term alphas across futures markets, from idea to production, leveraging large-scale data and advanced statistics.

The role demands 2+ years of alpha research experience, strong CME microstructure knowledge, Python/R/MATLAB proficiency, and a track record with tick data. Competitive base salary with discretionary bonus.