Senior Quantitative Researcher

Senior Quantitative Researcher / Trader - Systematic Delta One

Location: Chicago, IL/New York, NY (On-site)

My client is a leading proprietary trading firm with over 30 years of experience providing liquidity across global derivatives markets. Their collaborative, innovation-driven culture sits at the intersection of quantitative research, systematic trading, and cutting‑edge technology — with a genuine track record of positive impact on market quality and efficiency.

They are growing their systematic delta‑one trading team and are looking for a Senior Quantitative Researcher / Trader to take on high‑impact research across liquid futures and related products. This role spans the full spectrum — from high‑frequency microstructure to medium‑frequency cross‑product alpha — putting the successful candidate directly in the driver’s seat on signal development, model building, and live trading impact.

• Leading alpha research and trading across delta‑one products - from signal ideation and backtesting through production deployment and ongoing monitoring
• Developing predictive signals and models across high‑frequency microstructure, intraday, and medium‑frequency time horizons
• Analyzing signal performance, strategy attribution, and model behavior to adapt to evolving market conditions
• Contributing to delta hedging, execution, and pricing research that improves firm‑wide trading performance
• Partnering with traders and engineers to sharpen research infrastructure, simulation quality, and data pipelines
• Mentoring junior researchers and helping raise the bar on research rigor and process

• 5+ years of experience in quantitative research, systematic trading, or market making, with a demonstrated track record of building signals, models, or analytics with measurable impact
• Strong statistical intuition and advanced Python proficiency
  , with hands‑on experience on large market datasets, backtests, and simulations
• Deep understanding of market microstructure, execution, and risk - and the practical realities of moving research into production
• Ability to generate independent research hypotheses and collaborate fluidly with traders, researchers, and engineers
• Clear communicator with high ownership, intellectual curiosity, and a commitment to thorough, repeatable research
• Advanced degree in Statistics, Mathematics, Physics, Computer Science, or a related quantitative field preferred

This is a chance to work on genuinely hard problems at a firm that has been at the forefront of derivatives markets for decades. The culture prizes intellectual rigor, collaborative thinking, and the kind of curiosity that doesn't stop at “good enough” — and your research will have direct, measurable trading impact.