Quantitative Researcher

We are partnering with a leading global quantitative trading firm looking to add an experienced Quantitative Researcher to its high-frequency futures trading team. This is a front-line research position focused on developing and improving fully automated strategies across highly liquid global futures markets. You will work alongside experienced researchers, traders and engineers, with direct ownership of research that impacts live trading performance. The role Research alpha signals, predictive features and short-horizon market behaviour Develop and improve systematic HFT strategies across global futures markets Build statistically robust models using large, high-frequency datasets Analyse live strategy performance and identify opportunities for improvement Refine research infrastructure, testing frameworks and experimental workflows Collaborate closely with trading and engineering teams to move ideas into production Contribute to the longer-term direction of a successful futures trading business Required experience This search is specifically focused on candidates with directly relevant professional experience . You should have: At least 4 years of quantitative research experience within a successful HFT, market-making or systematic futures trading team Current or recent experience researching short-horizon strategies in futures markets A demonstrable track record of developing futures signals, models or strategies that have contributed to live trading performance Strong knowledge of futures market microstructure, high-frequency data and systematic strategy development Advanced Python skills, with experience in C++ advantageous A degree, Master’s or PhD in mathematics, statistics, computer science, physics, engineering or another highly quantitative subject Candidates are likely to come from a top-tier proprietary trading firm, electronic market maker, hedge fund or systematic investment business , with direct exposure to futures trading. Please note that this is not an entry-level opportunity. Strong academic credentials alone, without directly relevant commercial HFT futures research experience, will not be sufficient. The opportunity Join an established and highly successful automated futures trading team Work with exceptional researchers, traders and engineers Access significant data, technology and computational resources Take genuine ownership of research deployed into live futures markets Receive a highly competitive compensation package, including a substantial performance-related bonus #J-18808-Ljbffr Bowden Brown