Quantitative Developer (Futures/ Options Experience)

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

Our client is seeking a talented and driven Quantitative Developer to join its trading technology team. The role focuses on developing and enhancing the research infrastructure supporting quantitative systematic strategies, alongside the production-level development and optimisation of quantitative strategies, primarily across futures and other derivatives.

The ideal candidate will have a strong foundation in C++ and/or Python, a sound understanding of market microstructure and a passion for building high-performance trading infrastructure.

Our client values individuals who are passionate about innovation and solving complex problems. This opportunity offers the chance to make a meaningful impact, contribute to the development of advanced trading technology and take quantitative strategies to the next level.

Key Responsibilities

• Research Infrastructure and Tooling: Build and maintain research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting and post-trade analysis to support the assessment and monetisation of live trading performance.
• Platform Integration: Develop and integrate quantitative systematic strategies, migrating them from the research environment to the production trading platform.
• Execution Systems: Develop and maintain low-latency trading execution systems across equities, derivatives and digital assets.

Required Qualifications

• Strategy Experience: A proven track record of working with fully systematic high-frequency trading (HFT) or medium-frequency trading (MFT) strategies, including backtesting and execution.
• Programming Skills: Proficiency in C++ and Python, with an emphasis on developing systematic research tools, implementing quantitative systematic strategies in production environments and optimising performance.
• Industry Experience: At least three years of relevant experience, with a strong understanding of systematic strategies, market microstructure, order types and execution venues for futures markets, particularly CME.
• Academic and Analytical Background: Expertise in mathematics, statistics or computer science, supported by strong numerical programming skills and experience with libraries such as NumPy and SciPy.
• Quantitative Techniques: Experience with statistical modelling, signal processing or machine learning applied to trading systems would be advantageous.