Quantitative Researcher | Futures

We are working with a leading global quantitative trading firm to identify an exceptional researcher for their newly formed HFT team.

The firm operates across all major asset classes and time zones, with a strong track record of consistent performance and significant capital deployment.

The Role

You will join a newly established futures trading team as a Quantitative Researcher, developing and refining systematic strategies with holding periods in the range of 30 minutes to two weeks. This is a highly autonomous role with direct P&L accountability, sitting at the intersection of research, signal generation, and live trading.

What You'll Be Doing

Generating and testing alpha signals across global futures markets, building and improving systematic strategies using ML/DL models, working with alternative and/or fundamental data sources, and collaborating with a small, high-calibre team to continuously optimise live performance.

What We're Looking For

3+ years of commercial experience in a quantitative research or trading role, demonstrable track record of strategy development with a Sharpe of 2 or above, strong coding ability in Python and/or C++, and a background from a top-tier prop firm or quant fund. Exceptional academics are strongly valued.

Compensation

Highly competitive base, significant performance bonus, and long-term participation structures. Total comp reflective of the seniority and quality of the hire.

For more info, apply via Linkedin or reach out to our Director, Tom, on