Senior Quantitative Researcher

Venture Search; United States; Remote; USD 180,000 - 320,000; Full time

Benefits offered by this job

Location flexibility

Advanced trading infrastructure

High-quality data access

Job summary

Venture Search seeks a Senior Quantitative Researcher specializing in HFT futures to join a Tier-One proprietary trading firm. Location options include Chicago, New York, or fully remote within the US, offering a highly technical, research-driven environment.

You will work closely with traders and engineers to develop signals, study microstructure, and push research into live trading systems with measurable performance.

Qualifications

• Strong background in quantitative research and statistics.
• Experience with large-scale market data and backtesting.
• Proficiency in programming for research and production systems.

Responsibilities

• Research and develop predictive signals for high-frequency futures trading.
• Analyze market microstructure and order-book dynamics.
• Develop statistical and machine-learning models to identify inefficiencies.
• Design rigorous experiments and backtesting frameworks to evaluate signals.
• Collaborate with traders and engineers to implement research in production trading systems.
• Monitor live performance and continuously improve alpha generation and execution.
• Contribute to research direction and advance the firm's futures capabilities.

Skills

Python

C++

Quant research

Market microstructure

Backtesting

ML

Job description

Senior Quantitative Researcher – HFT Futures | Tier-One Proprietary Trading Firm

Location – Chicago, New York or Fully Remote (US)

Description:

Our client is a leading quantitative trading firm operating at the forefront of high-frequency trading. The firm combines exceptional quantitative talent, advanced research capabilities and cutting-edge technology to develop and deploy sophisticated strategies across global futures markets.

The business offers a highly technical, research-driven environment where quantitative researchers work closely with traders and engineers to identify new sources of alpha and translate research into live trading performance.

The Opportunity:

The firm is looking to hire a Senior Quantitative Researcher specialising in HFT futures. This is an opportunity for an experienced researcher to work on complex, high-impact problems across market microstructure, predictive modelling, execution and short-horizon alpha generation.

You will operate within a high-calibre quantitative team, with access to sophisticated data, proprietary infrastructure and experienced trading and engineering colleagues. The emphasis is on original research, rigorous experimentation and developing strategies that deliver measurable performance in highly competitive markets.

Key Responsibilities:

• Research and develop predictive signals for high-frequency futures trading.
• Analyse market microstructure, order-book dynamics, execution behaviour and short-horizon price formation.
• Develop statistical and machine-learning models to identify and capture market inefficiencies.
• Design rigorous experiments and backtesting frameworks to evaluate signal quality and robustness.
• Collaborate with traders and engineers to implement research in production trading systems.
• Analyse live performance and continuously improve alpha generation, execution and strategy efficiency.
• Contribute to research direction and help advance the firm's systematic futures capabilities.

Ideal Candidate:

• Strong quantitative research experience within a leading HFT firm, proprietary trading firm or systematic investment platform.
• Direct experience researching high-frequency futures strategies.
• Deep understanding of market microstructure, order-book dynamics and short-horizon alpha.
• Excellent programming skills in Python and/or C++, with strong statistical and mathematical foundations.
• Experience working with large-scale market data, predictive modelling and rigorous backtesting.
• A track record of translating research into production strategies and measurable trading outcomes.
• Strong intellectual curiosity and the ability to work effectively alongside exceptional traders, researchers and engineers.

What’s on Offer:

• A senior research position within a highly sophisticated quantitative trading environment.
• Access to advanced trading infrastructure, high-quality market data and strong engineering support.
• The opportunity to influence live HFT futures strategies and contribute directly to trading performance.
• Location flexibility, with options in Chicago, New York or fully remote within the US.