Senior Quantitative Researcher - Delta One

Chicago Trading Company

  • Chicago, IL
  • 24 days ago

    Highlights

    This role is focused on alpha research, signal development, and model building across liquid futures and related products, spanning time horizons from high-frequency microstructure to medium-frequency cross-product alpha. 5+ years of experience in quantitative research, systematic trading, market making, or a closely related environment, with a demonstrated track record of developing signals, models, or analytics with measurable trading impact.

    Numbers & Facts

    LocationChicago, IL

    Description

    We are seeking a Senior Quantitative Researcher to join a growing delta-one systematic trading team. This role is focused on alpha research, signal development, and model building across liquid futures and related products, spanning time horizons from high-frequency microstructure to medium-frequency cross-product alpha. The ideal candidate brings deep statistical and empirical research skills with a demonstrated ability to develop, evaluate, and deploy systematic signals and models that generate durable trading edge.

    This is an opportunity to work directly on high-impact research problems across multiple products and time horizons, partnering closely with traders, researchers, and engineers to translate research into live trading impact.

    WHAT YOU'LL DO

    • Lead alpha research across delta-one products - from signal ideation and backtesting through strategy iteration, production handoff, and ongoing monitoring
    • Develop predictive signals and models spanning high-frequency microstructure, intraday, and medium-frequency opportunities
    • Analyze signal performance, strategy attribution, and model behavior to identify improvements as market conditions evolve
    • Contribute to delta hedging, execution, and pricing research that improves trading performance across the firm
    • Collaborate with traders and engineers to improve research infrastructure, simulation quality, and data pipelines
    • Mentor junior researchers and help raise the quality and rigor of the research process

    WHAT WE'RE LOOKING FOR

    • 5+ years of experience in quantitative research, systematic trading, market making, or a closely related environment, with a demonstrated track record of developing signals, models, or analytics with measurable trading impact
    • Strong statistical intuition and advanced Python proficiency, with hands-on experience working with large market datasets and designing rigorous backtests and simulations
    • Deep understanding of market microstructure, execution, risk, and the practical challenges of moving research into production
    • Ability to generate independent hypotheses and collaborate effectively with traders, researchers, and engineers
    • Clear communicator with high ownership, intellectual curiosity, and a bias toward thorough, repeatable research
    • Advanced degree in Statistics, Mathematics, Physics, Computer Science, or a related quantitative field preferred

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