Quantitative Trader/Researcher – Systematic Futures

Location: New York, NY (Hybrid: 4 days in-office, Fridays remote)

Our client is a premier global quantitative trading firm seeking a high-caliber Quantitative Trader/Researcher to design, develop, and manage systematic strategies across US Cash Treasuries, FX, Equities, and Commodities.

In this role, you will leverage a sophisticated, low-latency technology and research platform to deploy alpha with minimal infrastructure overhead. You will collaborate with world-class experts in AI and market making to bring transparency and efficiency to global markets.

The Role

• Strategy Ownership: Full-lifecycle responsibility for designing and researching proprietary trading strategies.
• Production Deployment: Partner with internal technology experts to implement and scale high-to-mid frequency (including overnight) strategies.
• Technical Execution: High-level development in C++ and Python within a Linux environment.

Key Requirements

• Track Record: Minimum 1-year live production track record with a 3+ Sharpe Ratio.
• Experience: 2+ years on a prop desk, hedge fund, or electronic trading desk.
• Technical Skills: Expert-level C++ and Python; significant experience in alpha generation and portfolio management.
• Education: B.S., M.S., or PhD in a quantitative field (Math, Physics, CS, Engineering, or Statistics).
• Asset Classes: Deep knowledge of CME Futures (all asset classes) and Cash US Treasuries.

Compensation & Benefits

• Salary: $150,000 – $225,000 base (excludes performance-based compensation and bonuses).
• Health & Wealth: Comprehensive Medical/Dental/Vision and 401k matching.
• Perks: Daily meal allowance, Equinox corporate rates, office game room, and a casual dress code.

How to Apply

If you are a self-motivated trader ready to deploy your alpha on a world-class platform, please apply via the link below: