Quantitative Trader - High Frequency Futures

Wolverine Trading•Chicago, IL

34d•$150,000 - $200,000

About The Position

We are looking for highly skilled and experienced individuals to join a research effort focused on generating high frequency trading alphas in the futures markets. The ideal candidate has direct experience in the alpha research process and understands the workflow from idea generation to production implementation. This opportunity will provide the right candidate the chance to have a large impact on the direction and productivity of a newly formed effort within a successful proprietary trading firm.

Requirements

At least 2+ years of experience generating or implementing short term trading alphas into production trading strategies
Knowledge of CME and related market microstructure required.
Advanced knowledge of modern statistical and machine learning techniques
Proficiency in a scripting language such as Python, R, or MATLAB.
Proficiency in at least one statistical package and one machine learning package in one of the above languages.
Demonstrated experience working with tick data.
Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, etc.
All candidates must be eligible to work in the U.S. without sponsorship.

Nice To Haves

Experience developing software systems in an object-oriented language is a plus.

Responsibilities

Conduct financial data analysis on large datasets to generate profitable trading alphas.
Define key metrics for model validation
Back-testing and production performance monitoring
Contribute to in-house data analysis packages and research framework development
Acquisition of new data sets and cleaning/maintenance of new and existing data sets.
Contribute to futures trading technology stack architecture

Benefits

Highly competitive salary & bonus opportunity
Generous paid time off and flexible scheduling
100% coverage of medical, dental, vision, life, and disability benefits for single coverage
Generous Paid Parental Leave
Retirement Plans: 401K and Roth 401K
Profit sharing plan
Long- and short-term disability
Free breakfast and lunch from our in-house kitchen with rotating menus (including snacks!)
On-site gym with a subsidized membership
Frequent company outings
Opportunity to give back to organizations that help individuals in need in the Chicagoland area
In-house education team – classes and resources are offered for continuous learning opportunities
Mentorship Program through your first six months of employment