Quantitative Researcher - Futures

The firm is a global trading organization with a strong research culture and a world-class technology platform. It operates across major financial centers worldwide and is known for its collaborative environment, technical excellence, and long-term commitment to systematic trading. We are hiring experienced quantitative researchers to build high-frequency, low-latency trading strategies and predictive models across equities and equity options. You’ll work at the intersection of options expertise and underlying equity signals, using large-scale data analysis to generate short-term forecasts deployed via a highly optimized trading platform. This role sits at the core of the trading operation, spanning research, model development, and close collaboration with engineers to move ideas quickly from concept to production. Core Responsibilities Analyze and improve existing models and algorithms while building foundations for future enhancements. Develop and monetize equity and options signals through focused research and large-scale data analysis. Rapidly research, prototype, and test new algorithmic ideas, primarily in Python. Partner with engineers to implement validated strategies for live, low-latency trading. Take ownership of ideas through to full-scale production deployment. Skills & Experience 3+ years of experience as a quantitative researcher in equities and/or equity options. Demonstrated experience in equity signal generation and predictive modeling. Strong academic background (graduate or postgraduate preferred) in mathematics, science, financial engineering, or computer science. Solid programming skills and experience working with large market datasets. Experience in automated or high-frequency trading environments, including market making systems (preferred). Strong analytical thinking and ability to translate research into production-ready models. #J-18808-Ljbffr