Futures Quant Researcher — Alpha Signals & Production

IMC Trading; New York (NY); On-site; USD 250,000 - 300,000; Full time

Benefits offered by this job

Discretionary bonus

Paid leave

Health insurance

Job summary

A global trading firm is looking for a quantitative researcher to develop systematic trading strategies in futures. The role involves conducting alpha research, backtesting new ideas, and collaborating with developers. Candidates should have an advanced quantitative degree, over 5 years of relevant research experience, and strong programming skills. A competitive salary between $250,000 - $300,000 USD is offered, along with bonuses and comprehensive benefits.

Qualifications

• 5+ years of quantitative research experience, preferably in systematic trading or high-frequency environments.
• Demonstrable track record of generating predictive signals in futures or derivatives.
• Strong statistical background and experience with ML-based approaches.

Responsibilities

• Conduct alpha research targeted at intraday futures trading strategies.
• Prototype and backtest new trading ideas using high-frequency market data.
• Collaborate with stakeholders to design and implement research pipelines.
• Monitor and refine existing strategies for performance improvements.
• Explore new data sources to enhance research capabilities.
• Define strategic directions for research initiatives.

Skills

Python

C++

Statistical modeling

Time-series analysis

Machine learning

Analytical thinking

Problem solving

Collaboration skills

Education

Advanced degree (MSc, PhD) in a quantitative discipline

Job description

A global trading firm is looking for a quantitative researcher to develop systematic trading strategies in futures. The role involves conducting alpha research, backtesting new ideas, and collaborating with developers. Candidates should have an advanced quantitative degree, over 5 years of relevant research experience, and strong programming skills. A competitive salary between $250,000 - $300,000 USD is offered, along with bonuses and comprehensive benefits.