Quantitative Researcher (Futures)

Our client is looking for Quantitative Researchers and Traders to join its HFT futures trading team, building and running fully automated strategies in highly competitive, low-latency markets.This role is hands-on and performance-driven, with direct ownership over research that moves quickly from idea → simulation → production.What You’ll DoResearch and develop alpha, signals, and features for systematic futures strategiesWork with high-frequency market data to model microstructure, execution, and short-horizon predictabilityIterate rapidly on strategy ideas, with tight feedback loops from live tradingCollaborate closely with traders, researchers, and engineers to improve execution and PnLContribute to technical and strategic discussions shaping desk directionIdeal Candidate 2+ years of HFT quantitative research or trading experience in futures or highly liquid productsProven history of live, profitable strategies in short-horizon environmentsStrong grasp of market microstructure, statistics, and time-series modelingExperience with large-scale, compute-heavy researchStrong coding skills in Python and/or C++BS/MS/PhD in a quantitative field (Math, Physics, CS, Engineering)Comfortable in fast-moving, high-ownership trading environmentsMachine Learning experience is a huge plus!