Intraday Quant Researcher - Systematic Trading

Northern Delta Group; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Northern Delta Group seeks an experienced Quantitative Researcher to develop and enhance short-horizon trading strategies across liquid future/options markets. You will work with researchers, traders and engineers to identify market inefficiencies and translate research into production-ready strategies.

Join a research-led environment where ideas are tested rigorously and deployed systematically at global scale, with emphasis on intraday execution and data-driven decision making.

Qualifications

• Professional experience researching systematic strategies in US or European equity options or futures markets.
• A track record focused on intraday or shorter time horizons.
• Strong expertise in statistical modelling, quantitative research and data analysis.
• Proficiency in Python and experience working with large financial datasets.
• Sound understanding of market microstructure, transaction costs and execution dynamics.
• Advanced degree in a quantitative discipline such as mathematics, statistics, computer science, physics or engineering.
• Ideally, experience at another proprietary trading firm or a systematic hedge fund.

Responsibilities

• Research and develop systematic trading signals and strategies.
• Analyse large, mid-high frequency market datasets to uncover repeatable sources of alpha.
• Build robust backtesting frameworks and evaluate strategy performance.
• Improve existing models through feature development, signal refinement and portfolio optimisation.
• Collaborate with engineering and trading teams to deploy strategies into production.
• Monitor live performance and adapt models as market conditions evolve.

Skills

Python

Data analysis

Statistical modelling

Market microstructure

Execution costs

Intraday trading

Futures/Options markets

Education

Advanced degree in quantitative field

Job description

Northern Delta Group seeks an experienced Quantitative Researcher to develop and enhance short-horizon trading strategies across liquid future/options markets. You will work with researchers, traders and engineers to identify market inefficiencies and translate research into production-ready strategies.

Join a research-led environment where ideas are tested rigorously and deployed systematically at global scale, with emphasis on intraday execution and data-driven decision making.