Quantitative Researcher / Trader - HFT Futures & Delta-One

Quantitative Researcher / Trader – HFT Futures & Delta-One Locations: New York / Chicago The Mandate We are partnering with a confidential proprietary trading firm to place Quantitative Researchers across several US locations. The seat sits inside a high-frequency CME futures operation. Underlying universe: equity index, rates, FX, and commodity futures. Horizons are sub-second to low-second. You will own the research pipeline that feeds live, production-deployed strategies, signals, microstructure models, execution logic. The Hard Questions (What You Will Solve) Signal Decay at Tick Resolution: The canonical order flow and queue imbalance signals in CME futures are crowded. How do you build a research framework that identifies the next generation of predictive microstructure features and separates genuine alpha from overfitted noise at tick-level granularity? Infrastructure-Aware Simulation: At HFT horizons, backtested performance gaps are often artefacts — co-location latency assumptions, tick data reconstruction errors, matching engine behaviour. How do you design a simulation environment adversarial enough to surface those gaps before they cost live P&L? Cross-Instrument Execution in Correlated Markets: Delta-one instruments across equity index, rates, and FX exhibit correlated order arrival. How do you model joint microstructure so your hedge doesn't become the signal you're trading against? The Structural Edge Proprietary capital only. No AUM constraints, no redemption risk. Capital is deployed solely to maximise risk-adjusted returns on the firm's own balance sheet. Best-in-class infrastructure. Co-located, FPGA-accelerated execution stack. Full order book depth. Tick-accurate historical data. The engineering exists — your job is to generate the research it feeds on. Zero handoff. You own the full loop from hypothesis to live deployment. No committee approval cycles. Feedback between research output and live P&L is direct. Ideal Profile The Metric: 3–7 years in quantitative research or trading at an HFT firm, prop shop, or systematic futures operation. Live production ownership — not research handed to an engineering team. Sharpe and capacity characteristics of deployed strategies are expected interview topics. The Tech: Python for research and signal construction. C++ proficiency strongly preferred. Tick data infrastructure experience (order book reconstruction, simulation frameworks modelling matching engine behaviour). Statistical rigour under serial correlation and regime non-stationarity. Compensation & Preferences Non-compete: Preference for ≤18 months; structured buyouts considered. This is not a guarantee of compensation or salary; a final offer amount may vary based on factors including but not limited to experience, domain expertise, and geographic location. #J-18808-Ljbffr Onyx Alpha Partners