Quant Researcher - Intraday Futures

Selby Jennings; Chicago (IL); On-site; USD 100,000 - 150,000; Full time

Job summary

Selby Jennings is seeking an experienced Quantitative Researcher to join their dynamic team in Chicago. This global quant trading firm offers competitive compensation packages and significant career growth potential, including a pathway to a sub-PM seat. The role involves conducting alpha research and collaborating on cutting-edge trading strategies within a team of high-caliber researchers. Ideal candidates will have 2-5 years of experience in a quantitative research environment and a strong academic background in mathematics or related fields.

Qualifications

• 2-5 years of experience in a quantitative research seat at a systematic hedge fund or proprietary trading firm.
• Demonstrated contribution to alpha research and signal development in a collaborative setting.
• Highly proficient in Python for research and analytics.

Responsibilities

• Conduct alpha research and signal generation for high-frequency futures strategies.
• Collaborate closely with researchers to develop, test, and iterate on trading ideas.
• Design and maintain research frameworks, backtesting tools, and analytics.
• Partner with trading and technology teammates to transition research into live trading.

Skills

Python for research and analytics

Collaboration on alpha research

Signal generation

Backtesting tools design

Education

Bachelor's degree in a quantitative discipline

M.S. or PhD preferred

Tools

C++

Job description

A Global Quant Trading firm is looking to expand one of their most exciting desks based in Chicago by bringing on an experienced Quantitative Researcher. The team is made up of researchers with exceptional academic pedigrees and prior experience at many of the most respected HFT firms and quantitative hedge funds in the industry. In addition to extremely competitive compensation packages, they can offer clear long-term upside with a pathway toward a sub-PM seat.

Responsibilities:

• Conduct alpha research and signal generation for high-frequency (seconds to a few hours) futures strategies
• Collaborate closely with other researchers to develop, test, and iterate on trading ideas
• Design and maintain research frameworks, backtesting tools, and analytics
• Partner with trading and technology teammates to transition research into live trading and continuously optimize models post-deployment

Qualifications:

• 2-5 years of experience in a quantitative research seat at a systematic hedge fund or proprietary trading firm
• Demonstrated contribution to alpha research and signal development in a collaborative setting
• Highly proficient in Python for research and analytics (C++ experience is a plus)
• Bachelor's degree in a quantitative discipline (Math, Stats, Computer Science, Physics, etc.) from a Top 25 global university (M.S. or PhD strongly preferred)