What are the responsibilities and job description for the Futures Quantitative Researcher position at Alexander Chapman?
We are partnering with a leading systematic hedge fund to hire a Futures Quantitative Researcher to join a high-performing, research-driven trading team.
This is an opportunity to work directly on the development of alpha-generating strategies across global futures markets, within a highly collaborative and technology-driven environment.
Role Overview
You will be responsible for researching, designing, and implementing systematic trading signals and strategies across equity index, rates, FX, commodities, and volatility futures. The role sits at the intersection of quantitative research, data science, and production trading.
Key Responsibilities
- Develop and research systematic trading strategies in futures markets
- Build and test alpha signals using large-scale financial and alternative datasets
- Conduct rigorous statistical analysis, backtesting, and performance evaluation
- Collaborate with engineers and portfolio managers to transition research into production
- Enhance existing models through feature engineering and machine learning techniques
- Monitor live strategies and refine models based on market behavior
Requirements
- Strong background in Mathematics, Physics, Computer Science, Statistics, or related field
- Experience in quantitative research, systematic trading, or HFT/prop trading
- Strong programming skills in Python (required), C (preferred)
- Deep understanding of time series, probability, and statistical modelling
- Familiarity with futures markets or multi-asset derivatives
- Experience with backtesting frameworks and data analysis