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

About the role

Develop and improve systematic directional strategies in CME futures by researching alpha, building Python models, and rigorously testing strategy robustness, risk, and real-world trading feasibility. Prepare strategies for live deployment with backend developers, then monitor performance and investigate deviations, degradation, and attribution. Candidates should have hands-on quantitative or systematic trading research experience, ideally with a track record developing or launching directional strategies in U.S. futures markets. They need strong Python and statistical foundations, futures-market knowledge, and the ability to produce robust, reproducible backtests while accounting for overfitting, transaction costs, liquidity, and execution constraints.