Senior Quant Researcher / Quant Developer — Directional Strategies (CME Futures)

Senior Quant Researcher / Quant Developer — Directional Strategies (CME Futures)Location: Dubai (relocation required) Client: Investment-focused family office — concentrated, high-conviction quant trading deskThe OpportunityA prominent family office is building out a highly concentrated proprietary trading desk, led by a former Managing Director of Equity Trading from a global bank. The desk runs systematic strategies in U.S. futures markets (primarily CME) and is now looking to add a Senior Quant Researcher / Quant Developer with strong directional research expertise to the team.This is a rare opportunity to join a small, high-caliber team with direct access to capital and real trading decisions — no bureaucracy, no committee-driven process. The mandate is clear: first, help the desk extract more alpha from its existing directional strategies; then, grow into owning your own strategy development as a Portfolio Manager. This is a genuine path from senior researcher to PM, built around demonstrated results.The RoleYou'll join a small team developing systematic, directional trading strategies for U.S. futures (CME), operating on minute-to-hour timeframes (this is not an HFT role). The immediate focus is on deepening and monetizing the desk's existing directional research — sharpening hypotheses, improving models, and squeezing more value from live strategies — before transitioning into leading your own strategy book.Backend infrastructure, the trading environment, and production pipeline are all maintained by a dedicated backend engineering team, so you can stay focused on research rather than infrastructure.ResponsibilitiesDevelop new directional trading hypotheses and improve existing systematic models in CME futures.Research alpha using both historical and live data.Build research prototypes and trading models in Python.Run backtesting, out-of-sample validation, walk-forward analysis, and Monte Carlo / bootstrap testing.Stress-test strategy robustness across parameters, data samples, and market regimes.Guard against overfitting and classic backtesting pitfalls: look-ahead bias, data snooping, survivorship bias, multiple testing.Account for real-world trading frictions: commissions, slippage, liquidity, turnover, execution constraints.Evaluate performance using risk-adjusted metrics: Sharpe, Sortino, Calmar, max drawdown, expectancy, profit factor, hit rate.Prepare strategies for live launch: logic, parameters, constraints, risk rules, expected behavior.Partner with backend developers to integrate models into the live trading environment.Analyze post-launch performance: live/backtest deviation, degradation, attribution, root-cause analysis.What We're Looking ForHands-on experience in quantitative research, algorithmic trading, or systematic trading, with a directional research focus.Track record developing, testing, or launching directional strategies in U.S. futures markets — CME experience strongly preferred.Solid grounding in statistics, probability, financial time series, and hypothesis testing.Strong Python skills, comfortable with the mathematical/statistical libraries used for research and strategy analysis.Ability to build and critically read backtests through a lens of robustness, risk, and live-trading feasibility.Working knowledge of futures instruments: contracts, expiration, rollover, liquidity, margin, and trading sessions.Fluency in accounting for transaction costs, slippage, liquidity constraints, and execution limits.Demonstrated discipline in controlling for overfitting and backtesting errors.Ability to independently drive research end-to-end — from idea to hypothesis to reproducible backtest to launch recommendation.A sharp eye for the difference between a genuinely robust strategy and an over-optimized backtest.Nice to HaveExperience live-trading or launching strategies into production.Experience with custom/proprietary backtesting or research frameworks.Understanding of market microstructure: order book dynamics, liquidity, spread, slippage.Experience with performance attribution and risk analysis.Crypto trading experience on major CEXs (Binance, OKX, Bybit, etc.).Applied ML experience in financial time series.Team & Growth PathThe desk is small and senior — you'll work directly with and report to an ex-MD of Equity Trading from a global bank, with real ownership over your research. The initial mandate is to help monetize and improve the desk's existing directional strategies; as you prove out results, the path forward is toward becoming a PM with your own strategy mandate.What's on OfferCompetitive compensation based on experience and results.Direct access to a live trading environment and real capital.Immediate, visible impact on trading decisions and PnL.A small, senior, no-bureaucracy team.Exposure to international markets and institutional-grade capital.Relocation package to Dubai.