About the job
Join our dynamic Futures team as a Quantitative Researcher and leverage your skills in financial modeling and statistical analysis to develop innovative trading models. In this pivotal role, you will engage in research and model development focused on trading and risk management in the futures markets. We are looking for a proactive candidate with a strong grasp of market dynamics and a passion for data-driven decision-making.
Key Responsibilities
- Create, implement, and enhance trading strategies to forecast trends in the futures market using comprehensive financial data and diverse trading signals.
- Analyze extensive datasets to uncover actionable alpha signals and formulate effective futures trading strategies.
- Research and apply leading academic insights in quantitative finance to evaluate and optimize the profitability of trading strategies.
- Drive continuous innovation by integrating new data sources and advanced methodologies to enhance model performance and scalability.
- Collaborate with a team of skilled quantitative researchers to conduct experiments, backtest theories, and refine strategies through thorough simulations and analytical rigor.
Qualifications
- BS, MS, or PhD in a STEM discipline.
- A minimum of 2 years of experience in quantitative research, particularly in futures markets.
- A strong enthusiasm for machine learning and its applications in finance.
- Expertise in programming languages such as Python and proficiency in statistical modeling techniques.
- Excellent analytical and problem-solving capabilities.
- Effective collaboration skills, with the ability to work independently as well as in a team setting.

