Quantitative Developer (Futures/ Options Experience)

About the role

Build and maintain research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting, and post-trade analysis. Integrate systematic strategies into production trading platforms and develop and optimize low-latency execution systems across equities, derivatives, and digital assets. Requires at least three years of relevant experience with systematic HFT or MFT strategies, including backtesting and execution, and proficiency in C++ and Python. Candidates should understand futures market microstructure, order types, and execution venues, particularly CME, and have strong mathematical, statistical, or computer science skills; experience with statistical modeling, signal processing, or machine learning is advantageous.