We are looking for an experienced systematic futures quantitative researcher to lead our Futures Team. In this role, you will be responsible for leading a team of researchers in researching, implementing, and trading profitable futures based systematic strategies within Trexquant’s core product. Your work will expand our existing systematic futures program as a meaningful asset class in our proven quantitative processes.
Responsibilities
- Expand our current futures effort by further identifying data and signals useful for building and backtesting various futures strategies.
- Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading proposed futures based strategies.
- Design and Implement futures based strategies and partner with the execution and financing teams to optimize execution of strategies, harmonizing with existing investments and asset classes.
- Align with the risk team to establish monitoring and controls for futures specific risk exposures as well as capital allocation among our incumbent strategies.
- Regularly present to senior management to collaborate and align quantitative credit research with overall trading and investment strategies.
Requirements
- 5+ years of experience in researching and trading quantitative futures based strategies.
- Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields.
- Proven leadership experience in managing a team of quantitative researchers.
- Strong quantitative skills.
- Proficiency in Python.
Benefits
- Competitive salary plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment.
- PPO Health, dental and vision insurance premiums fully covered for you and your. dependents.
- Pre-tax commuter benefits.
- Weekly company meals.
Trexquant is an Equal Opportunity Employer.
Top Skills
What We Do
Being a quantitative finance firm that uses Machine Learning (ML) to create multi-asset portfolios and seek profit from the market, Trexquant has continuously improved its investment and research platform since starting operations, leveraging new and emerging technologies. Trexquant uses rigorous quantitative methods to create multi-asset portfolios in global markets. To do this, Trexquant develops trading signals using its vast and continuously growing collection of data variables used as inputs for more complex trading models called Strategies. The result is an ever-growing and adapting engine built from thousands of intricate models and tens of thousands of signals, tailor-made with the goal to outperform the market during any condition. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
