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Intraday Futures Quantitative Researcher

Intraday Futures Quantitative Researcher
New York, US
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Job Description


  • 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
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