This leading proprietary trading firm specialises in high-frequency trading (HFT) strategies across global markets. With a strong presence in futures and delta-one products, leverages cutting-edge technology and data-driven insights to maintain a competitive edge in the financial markets. Their collaborative and innovative environment fosters growth, creativity, and excellence, making them a top player in the industry.
Job Overview:
We are seeking a talented and driven HFT CME Futures/Delta-One Quant Researcher to join our New York team. In this role, you will focus on developing, testing, and implementing high-frequency trading strategies for CME futures and delta-one products. You will work closely with traders, developers, and other researchers to identify new trading opportunities, optimise existing models, and enhance our trading infrastructure. This is an exciting opportunity for a quant professional with a passion for financial markets and a strong quantitative background to make a significant impact.
Key Responsibilities:
Design, develop, and deploy high-frequency trading strategies for CME futures and delta-one products, focusing on intraday and short-term horizons.
Conduct rigorous research and statistical analysis to identify actionable trading signals using price-volume, order book, and market microstructure data.
Perform feature engineering and develop predictive models using a range of techniques, from linear models to advanced machine learning methods.
Manage the end-to-end research pipeline, including signal generation, data processing, strategy backtesting, and production implementation.
Collaborate with traders and developers to optimize trading algorithms and ensure seamless integration into live trading systems.
Analyze market trends, liquidity, and microstructure to refine strategies and improve performance.
Stay updated on market developments, regulatory changes, and technological advancements to adapt strategies accordingly.
Qualifications:
Advanced degree (MS or PhD) in a quantitative field such as applied mathematics, statistics, physics, engineering, computer science, or quantitative finance.
3+ years of experience in a quant research role, ideally within high-frequency trading, futures, or delta-one strategies.
Strong programming skills in Python, C++, or similar languages; experience with handling large datasets and high-frequency databases (e.g., KDB) is a plus.
Deep understanding of financial markets, particularly CME futures, delta-one products, and market microstructure.
Proficiency in statistical modelling, time-series analysis, and machine learning techniques.
Experience with backtesting frameworks and production implementation of trading strategies.
Ability to work in a fast-paced, dynamic environment and adapt to changing market conditions.
Excellent problem-solving skills, attention to detail, and a collaborative mindset.
Preferred Skills:
Familiarity with systematic trading environments and signal generation for intraday trading.
Experience with event-driven trading or zero-day options is a plus.
Knowledge of risk management techniques and portfolio optimisation.
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Director
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