Quantitative Researcher (Futures)
Fintal Partners, Chicago, IL, United States
Our client is looking for Quantitative Researchers and Traders to join its HFT futures trading team, building and running fully automated strategies in highly competitive, low-latency markets.
This role is hands‑on and performance‑driven, with direct ownership over research that moves quickly from idea → simulation → production.
What You’ll Do
Research and develop alpha, signals, and features for systematic futures strategies
Work with high‑frequency market data to model microstructure, execution, and short‑horizon predictability
Iterate rapidly on strategy ideas, with tight feedback loops from live trading
Collaborate closely with traders, researchers, and engineers to improve execution and PnL
Contribute to technical and strategic discussions shaping desk direction
Ideal Candidate
2+ years of HFT quantitative research or trading experience in futures or highly liquid products
Proven history of live, profitable strategies in short‑horizon environments
Strong grasp of market microstructure, statistics, and time‑series modeling
Experience with large‑scale, compute‑heavy research
Strong coding skills in Python and/or C++
BS/MS/PhD in a quantitative field (Math, Physics, CS, Engineering)
Comfortable in fast‑moving, high‑ownership trading environments
Machine Learning experience is a huge plus!
#J-18808-Ljbffr
This role is hands‑on and performance‑driven, with direct ownership over research that moves quickly from idea → simulation → production.
What You’ll Do
Research and develop alpha, signals, and features for systematic futures strategies
Work with high‑frequency market data to model microstructure, execution, and short‑horizon predictability
Iterate rapidly on strategy ideas, with tight feedback loops from live trading
Collaborate closely with traders, researchers, and engineers to improve execution and PnL
Contribute to technical and strategic discussions shaping desk direction
Ideal Candidate
2+ years of HFT quantitative research or trading experience in futures or highly liquid products
Proven history of live, profitable strategies in short‑horizon environments
Strong grasp of market microstructure, statistics, and time‑series modeling
Experience with large‑scale, compute‑heavy research
Strong coding skills in Python and/or C++
BS/MS/PhD in a quantitative field (Math, Physics, CS, Engineering)
Comfortable in fast‑moving, high‑ownership trading environments
Machine Learning experience is a huge plus!
#J-18808-Ljbffr