Quantitative Researcher – Mid-Frequency Strategies

Quantitative Researcher – Mid-Frequency Strategies

Direct message the job poster from Whistler Trading

Quantitative Researcher – Mid-Frequency Strategies

Location:

• This role is remote-friendly for candidates based in Germany. Relocation to Ireland is possible for the right candidate.

Description

Whistler Trading is building a research-first trading team focused on alpha generation in global futures and equities markets. We are hiring a Quantitative Researcher with a strong statistical foundation and hands‑on experience developing mid-frequency (MFT) strategies — where holding periods span minutes to overnight and trading decisions are driven by data, not intuition.

This role is for a candidate who thrives in the early stages of strategy development:
cleaning data, testing hypotheses, modeling signals
, and working closely with engineers and traders to turn research into production‑ready systems. Your goal isn’t to chase noise — it’s to extract stable, repeatable edge from complex data.

• Research, design, and validate short to mid-frequency alpha strategies in futures and equities
  .
• Work with large-scale market, fundamental, and alternative datasets.
• Build forecasting models with statistical rigor and careful out‑of‑sample evaluation.
• Partner with engineers to take strategies from prototype to production.
• Monitor live performance and iterate to reduce decay and improve robustness.
• Stay current on market structure, liquidity conditions, and statistical modeling techniques.

• 3+ years of experience in quantitative research at a strong trading firm, ideally focused on mid-frequency strategies (HFT also considered)
• Strong background in statistics, machine learning, or time-series modeling (PHD is a plus; top university is a plus).
• Hands‑on experience with futures and/or equities across global markets.
• Proficient in Python
  ; familiarity with C++ or Rust is a bonus.
• Familiar with research workflows: walk‑forward testing, overfitting avoidance, and model validation.
• Comfortable working with large datasets and conducting exploratory data analysis.
• Bonus:
  You’ve taken a strategy from research to live trading and managed performance in production.
• Bonus:
  Familiarity with monetization, execution modeling, slippage estimation, or transaction cost analysis.
• Strong spoken and written English.

• Base Salary: Very Competitive (depending on experience)
• Bonuses: Discretionary and performance-linked, based on live alpha contribution and collaboration

This is a high-impact role for a research-driven thinker who wants to extract real edge in liquid, competitive markets
. You’ll be part of a lean, intellectually rigorous team building strategies that scale — with a clear link between your work and real capital at play.

• Mid-Senior level

• Full-time

• Finance, Research, and Engineering

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