Quantitative Developer, Futures & Derivatives Trading Tech

Venture Search; Chicago (IL); On-site; USD 120,000 - 190,000; Full time

Job summary

Venture Search is seeking a Quantitative Developer to join its trading technology team in Chicago. You will build and enhance the research infrastructure supporting quantitative strategies and help productionize high-performance trading systems across futures and derivatives.

The ideal candidate has strong C++ and Python skills, a solid grasp of market microstructure, and at least three years of experience with systematic strategies, backtesting, and execution on CME.

Qualifications

• Experience with fully systematic high-frequency trading (HFT) or medium-frequency trading (MFT) strategies, including backtesting and execution.
• Proficiency in C++ and Python for production environments and tool development.
• Strong background in mathematics/statistics or computer science with numerical programming (NumPy/SciPy).
• Knowledge of market microstructure and execution venues for futures markets, CME.
• Experience applying statistical modelling or machine learning to trading systems would be advantageous.

Responsibilities

• Research infrastructure and tooling for data sampling, quantitative analysis, simulation, backtesting and post-trade analysis.
• Develop and integrate quantitative systematic strategies from research to production trading platform.
• Develop and maintain low-latency trading execution systems across equities, derivatives and digital assets.

Skills

C++

Python

NumPy/SciPy

HFT/MFT strategies

Mathematics/Statistics

ML techniques

Job description

Venture Search is seeking a Quantitative Developer to join its trading technology team in Chicago. You will build and enhance the research infrastructure supporting quantitative strategies and help productionize high-performance trading systems across futures and derivatives.

The ideal candidate has strong C++ and Python skills, a solid grasp of market microstructure, and at least three years of experience with systematic strategies, backtesting, and execution on CME.