Perform rigorous and innovative research to develop systematic signals for global futures (CME, Eurex, ICE, etc.) markets
Perform feature engineering with price-volume and order book data at intraday horizons in high to mid frequency trading space (seconds to hours)
Perform feature combination and monetization using various modeling techniques ranging from linear to machine learning models
Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets

MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
2+ years of signal research experience in intraday futures / high frequency trading as part of a proprietary trading team
Prior professional experience with feature engineering, modeling, or monetization
Ability to efficiently format and manipulate large, raw data sources such as tick data
Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
Collaborative mindset with strong independent research abilities
Commitment to the highest ethical standards

Intraday Futures Quantitative Researcher