Quantitative Trader

Durlston Partners; New York (NY); On-site; USD 180,000 - 350,000; Full time

Benefits offered by this job

Very competitive base salary

Attractive PnL split

Access to significant capital

Job summary

A global proprietary trading firm is seeking an experienced Quant Trader/Portfolio Manager to develop and deploy systematic trading strategies across CME-listed futures. The ideal candidate will have a proven track record in live trading, strong programming skills in Python and/or C++, and an ability to manage risk. This position offers a competitive base salary with an attractive PnL split starting at 20-30%. Join a collaborative research-driven environment with access to significant capital and state-of-the-art infrastructure.

Qualifications

• Strong and consistent performance with Sharpe ratio of 2.5+ preferred.
• Experience operating within HFT or mid-frequency systematic environments.
• Deep understanding of market microstructure and execution dynamics.
• Deep understanding of market microstructure and execution dynamics.
• Strong programming skills (Python and/or C++).

Responsibilities

• Research, develop and deploy systematic trading strategies across CME-listed futures.
• Run HFT or MFT strategies with full ownership of the research lifecycle.
• Utilise tick-level data and advanced execution modelling to optimise performance.
• Work alongside quant developers and infrastructure teams to ensure robust production deployment.
• Manage and scale capital with a focus on consistent, high risk-adjusted returns.

Skills

Proven live trading track record

Strong programming skills

Ability to independently generate alpha

Tools

Python

C++

Job description

Quant Trader/Portfolio Manager - CME Futures (HFT/MFT) - PnL splits starting at 20-30%

Compensation: strong competitive base + 20 - 30%+ PnL split

About the Firm

A globally established proprietary trading firm specialising in high-frequency and mid-frequency systematic strategies is seeking an experienced QT/PM with a strong track record in CME Futures.

The firm operates with cutting-edge, low-latency infrastructure and provides significant capital allocation, strong central risk support and a collaborative research-driven environment.

The Role

• Research, develop and deploy systematic trading strategies across CME-listed futures (rates, equity indices, commodities, FX, volatility).
• Run HFT or MFT strategies with full ownership of the research lifecycle - idea generation, backtesting, implementation and live risk management.
• Utilise tick-level data, microstructure analysis and advanced execution modelling to optimise performance.
• Work alongside quant developers and infrastructure teams to ensure robust production deployment.
• Manage and scale capital with a focus on consistent, high risk-adjusted returns.

Requirements

• Proven live trading track record in CME Futures markets.
• Strong and consistent performance with Sharpe ratio of 2.5+ preferred.
• Experience operating within HFT or mid-frequency systematic environments.
• Deep understanding of market microstructure and execution dynamics.
• Strong programming skills (typically Python and/or C++).
• Ability to independently generate alpha and manage risk.

What’s on Offer

• Very competitive base salary.
• Attractive PnL split starting at 20–30%, with upside for top performers.
• Access to significant capital and best-in-class trading infrastructure.
• Multiple global location options.
• Entrepreneurial, performance-driven culture with minimal bureaucracy.