Madison-Davis
Overview
A top-tier quantitative investment firm is expanding its systematic trading capabilities and seeking a seasoned leader to head its Futures Research and Trading function. This individual will shape the firm’s futures research agenda, drive alpha innovation, and oversee end-to-end strategy development—from signal generation to live execution.
The ideal candidate combines strong technical depth in quantitative research with leadership experience and a deep understanding of global futures markets. This role is highly visible across the organization and offers the opportunity to influence multi-asset strategy integration, technology direction, and firmwide performance.
Key Responsibilities
Build and lead the firm’s systematic futures research program, overseeing signal development, model design, and production deployment.
Identify and evaluate new data sources and modeling techniques to expand alpha opportunities in global futures markets.
Partner with engineering and infrastructure teams to enhance research scalability, simulation accuracy, and trading system performance.
Design, implement, and optimize futures-based strategies, collaborating with execution and financing teams to ensure efficient capital utilization.
Work closely with risk and portfolio management teams to establish disciplined exposure management and cross-asset risk alignment.
Communicate results, research progress, and strategic direction to senior leadership, ensuring futures initiatives support broader investment objectives.
Recruit, mentor, and develop a team of quantitative researchers, fostering a culture of collaboration, innovation, and technical excellence.
Required Skills & Experience Bachelor’s, Master’s, or Ph.D. in a quantitative field such as Mathematics, Statistics, Computer Science, or Engineering.
5+ years of hands-on experience researching, developing, and trading systematic futures strategies.
Proven track record leading or managing quantitative research teams within a systematic or multi-asset environment.
Strong analytical and problem-solving skills with deep knowledge of futures market structure and trading dynamics.
Expertise in Python (or similar languages) for model research, backtesting, and production integration.
Excellent communication and leadership skills, with experience presenting research and influencing strategic direction.
#J-18808-Ljbffr
The ideal candidate combines strong technical depth in quantitative research with leadership experience and a deep understanding of global futures markets. This role is highly visible across the organization and offers the opportunity to influence multi-asset strategy integration, technology direction, and firmwide performance.
Key Responsibilities
Build and lead the firm’s systematic futures research program, overseeing signal development, model design, and production deployment.
Identify and evaluate new data sources and modeling techniques to expand alpha opportunities in global futures markets.
Partner with engineering and infrastructure teams to enhance research scalability, simulation accuracy, and trading system performance.
Design, implement, and optimize futures-based strategies, collaborating with execution and financing teams to ensure efficient capital utilization.
Work closely with risk and portfolio management teams to establish disciplined exposure management and cross-asset risk alignment.
Communicate results, research progress, and strategic direction to senior leadership, ensuring futures initiatives support broader investment objectives.
Recruit, mentor, and develop a team of quantitative researchers, fostering a culture of collaboration, innovation, and technical excellence.
Required Skills & Experience Bachelor’s, Master’s, or Ph.D. in a quantitative field such as Mathematics, Statistics, Computer Science, or Engineering.
5+ years of hands-on experience researching, developing, and trading systematic futures strategies.
Proven track record leading or managing quantitative research teams within a systematic or multi-asset environment.
Strong analytical and problem-solving skills with deep knowledge of futures market structure and trading dynamics.
Expertise in Python (or similar languages) for model research, backtesting, and production integration.
Excellent communication and leadership skills, with experience presenting research and influencing strategic direction.
#J-18808-Ljbffr