Senior Quantitative Researcher

Global Proprietary Trading - Europe (London / Amsterdam)

Futures are where order flow shows its hand first. If you would rather research signals that trade in microseconds than models that pay off in quarters, this is the seat.

My client is a research-driven systematic trading firm with deep options and market-making heritage, now scaling a dedicated systematic futures effort. Their edge is models, not gut. Senior researchers own the full chain
: hypothesis, signal, backtest, execution, live P&l. Good work goes live quickly. Work that decays gets diagnosed and fixed, not quietly shelved.

• Alpha and signal research for intraday and high-frequency futures strategies
• Order flow, microstructure, term structure, and volatility dynamics across index, rates, and commodity futures
• Large-scale tick data: prototyping, backtesting, and stress-testing ideas at speed
• Shaping research direction, tooling, and methodology, not just feeding someone else's pipeline

• Advanced degree (MSc/PhD) in a quantitative field, or an equivalent research track record
• 5+ years in systematic trading, HFT, or futures/derivatives, with a demonstrable record of profitable signals in production
• Strong Python and/or C++; comfort with large datasets and real-time feeds
• A real grasp of market microstructure and order flow, not textbook familiarity
• Statistical rigour, including a healthy fear of overfitting

• A sales or execution-desk role
• A "quant" title sitting under a trader who makes the calls
• A junior seat dressed up with a senior title

A small, senior team where your research decides what trades. Serious infrastructure and data, minimal meetings, a high bar.

Is your future in futures? Get in touch