HFT Quant Trader/Quant Researcher - Futures We are looking for Quantitative Trader/Researchers to join a long standing HFT team focused on futures markets. This fully systematic role blends alpha research, strategy development, and live trading, ideal for someone with deep technical expertise and a proven track record of deploying profitable strategies. This position can sit in New York, CA, Miami, Chicago, remote flexibility on a case-by-case basis.
Key Responsibilities:
•
Research and develop high-frequency trading strategies across major futures exchanges (e.g., CME, ICE, etc,.).
•
Conduct tick-level data analysis to identify short-term alpha signals and market inefficiencies.
•
Optimize strategies for latency, execution quality, and risk-adjusted returns.
•
Actively monitor and manage live trading strategies, making real-time decisions based on market conditions.
•
Collaborate with engineering teams to improve infrastructure, data pipelines, and execution systems.
•
Continuously refine models and parameters based on performance metrics and market feedback.
Required Qualifications:
•
2+ years of experience in a buyside prop trading or market-making environment.
•
Strong proficiency in C++ and experience working in low-latency Linux environments.
•
Deep understanding of tick data, market microstructure, and exchange protocols.
•
Demonstrated success in alpha generation and strategy deployment in futures markets.
•
Familiarity with backtesting frameworks, simulation environments, and performance tuning.
•
Strong quantitative and statistical skills; Python or R experience is a plus.
Preferred Qualifications:
•
Experience with real-time risk management and portfolio optimization.
•
Knowledge of exchange-specific nuances and co-location setups.
•
Ability to work independently and thrive in a fast-paced, performance-driven culture.
Compensation:
Highly competitive base salary + PnL-based bonus. Total compensation aligned with experience and contribution.
