Quantitative Researcher - Options/Futures

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

A fully systematic global proprietary trading firm is seeking an experienced Quantitative Researcher to develop and enhance short-horizon trading strategies across liquid future/options markets.

This is an opportunity to join a research-led environment where ideas are tested rigorously and deployed systematically at global scale. You will work closely with quantitative researchers, traders and engineers to identify market inefficiencies and translate research into production-ready strategies.

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.

Requirements

• 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.

The Opportunity

• Join a highly systematic, technology-driven global trading business.
• Conduct research with a clear route from idea generation to live deployment.
• Work alongside experienced quantitative researchers and engineers.
• Access high-quality data, sophisticated infrastructure and significant computational resources.
• Operate in a performance-focused environment that rewards original thinking and measurable impact.