Senior Quantitative Researcher

Senior QR - Systematic FuturesGlobal Proprietary Trading - Europe (London / Amsterdam)Futures are where order flow shows its hand first. If you would rather research signals that trade in microseconds than models that pay off in quarters, this is the seat.My client is a research-driven systematic trading firm with deep options and market-making heritage, now scaling a dedicated systematic futures effort. Their edge is models, not gut. Senior researchers own the full chain: hypothesis, signal, backtest, execution, live P&L. Good work goes live quickly. Work that decays gets diagnosed and fixed, not quietly shelved.What you'll work on:Alpha and signal research for intraday and high-frequency futures strategiesOrder flow, microstructure, term structure, and volatility dynamics across index, rates, and commodity futuresLarge-scale tick data: prototyping, backtesting, and stress-testing ideas at speedShaping research direction, tooling, and methodology, not just feeding someone else's pipelineWhat they're looking for:Advanced degree (MSc/PhD) in a quantitative field, or an equivalent research track record5+ years in systematic trading, HFT, or futures/derivatives, with a demonstrable record of profitable signals in productionStrong Python and/or C++; comfort with large datasets and real-time feedsA real grasp of market microstructure and order flow, not textbook familiarityStatistical rigour, including a healthy fear of overfittingWhat this is not:A sales or execution-desk roleA "quant" title sitting under a trader who makes the callsA junior seat dressed up with a senior titleWhat you get:A small, senior team where your research decides what trades. Serious infrastructure and data, minimal meetings, a high bar.Is your future in futures? Get in touch 😉