HFT futures Quant researcher

Quantitative Researcher – HFT FuturesWe’re working with a quantitative trading firm looking for a researcher to develop high-frequency strategies across futures markets.The role focuses on identifying short-horizon alpha, understanding market microstructure and translating research into live trading strategies. You’ll work closely with traders and engineers throughout the research and deployment process.What you’ll doResearch predictive signals using tick-level market and order book data.Develop and backtest high-frequency futures strategies, accounting for execution costs, latency and fill assumptions.Analyse live performance and refine models as market conditions change.Collaborate with engineers to bring research into production and improve execution.What we’re looking forExperience researching high-frequency or short-horizon systematic futures strategies.Strong understanding of market microstructure and order book dynamics.A quantitative academic background and strong statistical skills.Proficiency in Python or a similar research language; C++ experience is advantageous.A rigorous approach to testing ideas and evaluating their performance in live markets.Experience taking signals from initial research through to production trading would be particularly valuable.