Quantitative Trader,
Futures

Locations: New York City, Chicago, San Francisco, Florida, London, Remote
About the Role
Our client is a global proprietary trading firm focused on futures market making. The firm is growing and looking to hire experienced quantitative traders with established HFT/market making strategies trading index, fixed income, or commodity futures.
Responsibilities
  • Research, develop, trade, and manage high frequency or market making strategies in index, fixed income, or commodity futures.
  • Use quantitative techniques to conduct research, back-testing, implementation, and manage strategy risk and exposure.
  • Collaborate with teams across an organization, such as risk management, data groups, and leadership teams/executives.
Requirements
  • A portable futures trading strategy, for which you must own the IP and a verifiable track record, with at least 2 years of live trading history.
  • A Sharpe Ratio of 3.0+ and strong, consistent returns.
  • Effective risk management capabilities.
  • Ability to communicate clearly and distill information with leadership about trading performance.
  • Bachelors, Masters, or PhD degree in a quantitative field such as computer science, mathematics, statistics, physics, or other similar technical disciplines.
  • Experience with C++, C, Java, or other object oriented programming language.
In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $125,000 to $250,000. Base salary does not include other forms of compensation or benefits such as a discretionary bonus, health, dental, and other wellness plans and 401(k) contributions. Discretionary bonuses can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

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