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Algo Capital Group

Senior Quantitative Researcher - Futures

Algo Capital Group, Chicago, IL, United States


Senior Quantitative Researcher -Futures Cross Asset, Equities, FX Intraday to Mid Frequency.

A renowned trading firm is looking to hire an alpha-generating Quantitative Researcher who has experience with signal generation, portfolio construction, and optimization within futures, intraday to mid-frequency. Responsible for end-to-end excluding execution and you will be running strategies with competitive market-leading infrastructure and quant support, with a culture dedicated to scalability.

About the role:

  • Generating Alpha, Research, Portfolio Construction Optimization.
  • Researching and developing new signals/ trade ideas
  • Managing portfolio construction and risk

Expirence required

  • Alpha generation within Futures with a track record of 3+ years.
  • Sharp of 1.5+ -3
  • A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation.
  • Proficiency in back-testing, simulation, and statistical techniques.