Quantitative Researcher – High-Frequency Futures (HFT) Strategies
Join a small, high-impact team at a leading global proprietary trading firm to research and build fully automated high-frequency trading strategies on major futures exchanges including CME, Eurex, ICE and SGX. You will own the full lifecycle of strategies - alpha research from tick-level and order book data, model building, backtesting, execution optimization, and live deployment - working closely with traders and engineers. Candidates need 2+ years of HFT/market-making quant research experience, an advanced quantitative degree, strong Python and C++, and expertise in statistics, machine learning, and futures market microstructure.
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Technical Skills Required
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Job Description
Quant Researcher, HFT Futures
Firm: Leading global proprietary trading firm
About the firm
Our client is a highly successful proprietary trading firm. It trades only its own capital, with no clients and no outside investors. It’s a leader in high-frequency and low-latency trading across global futures markets. The culture is collaborative and driven by technology, with small, flat teams where researchers own their ideas from first hypothesis through to live trading and PnL.
The role
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