The role
Running systematic strategies in listed futures, from signal research through to live execution and risk. The role sits between research and the trading system rather than at either end of it.
What the work involves
- Own live systematic strategies in futures and their risk limits
- Research and test new signals against historical and live data
- Tune execution and reduce slippage against the model's assumptions
- Work with engineers on the infrastructure the strategies run on
What firms look for
- Experience with systematic strategies, in production rather than in a notebook
- Strong statistics, and honest handling of overfitting
- Python, plus enough C++ to read the execution path
- Understanding of futures market microstructure
- A record that survives out-of-sample scrutiny
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Jump Trading directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.