Overview
A proprietary trading firm is seeking a Futures Quant Trader to design, develop, and run systematic trading strategies across major listed derivatives markets, with a primary focus on CME and ICE futures.
The role sits directly within a front-office trading team and combines quantitative research, strategy development, and live trading ownership in a highly data-driven environment.
Responsibilities
- Research and develop quantitative trading strategies across futures markets (commodities, rates, equity index, or macro products).
- Trade and manage systematic or semi-systematic strategies on CME and ICE venues.
- Analyse large datasets to identify alpha signals and market inefficiencies.
- Improve execution performance, transaction cost modelling, and risk controls.
- Work closely with technologists to optimise low-latency trading infrastructure.
- Monitor live strategies and iterate models based on performance and market behaviour.
Requirements
- Strong quantitative background (Mathematics, Physics, Engineering, Statistics, or similar).
- Proven experience trading or researching listed futures markets.
- Deep understanding of market microstructure and electronic execution.
- Strong programming skills in Python, C++, or similar.
- Experience with systematic trading, signal research, or portfolio construction.
- Ability to independently own strategies from research through production.
Preferred Experience
- Commodities or macro futures trading.
- Experience with high-frequency or intraday strategies.
- Statistical modelling, time-series analysis, or machine learning techniques.
- Exchange connectivity or execution optimisation knowledge.
What's Offered
- Direct strategy ownership and trading autonomy.
- Access to high-quality data and trading infrastructure.
- Collaborative quant + engineering environment.
- Performance-driven compensation structure with significant upside.
