Fintal Partners
Base pay range
$1,000,000.00/yr - $5,000,000.00/yr
I am building the best companies to work for in the world | 40 under 40 The firm is a global trading organization with a strong research culture and a world‑class technology platform. It operates across major financial hubs worldwide and is known for its collaborative environment, continuous innovation, and long‑term commitment to systematic trading excellence.
We are seeking experienced quantitative researchers to develop systematic trading strategies in global futures markets. You’ll join a well‑resourced research group that combines deep derivatives expertise with modern data science and a highly scalable execution platform.
In this role, you will focus on large‑scale data analysis and advanced modeling techniques to generate intraday forecasts, working closely with engineers and traders to move ideas efficiently from research into production.
Core Responsibilities
Research, design, and validate alpha signals for intraday futures strategies, from hypothesis generation through rigorous analysis.
Rapidly prototype and backtest trading ideas using large, high‑frequency market datasets.
Partner with developers and traders to build and enhance a robust research‑to‑production framework.
Monitor live strategies, assess performance and risk, and iterate to mitigate edge decay.
Identify and incorporate new data sources, including alternative data and market microstructure signals.
Contribute to research tooling, data infrastructure, and overall methodological direction.
Skills & Experience
Advanced degree (MSc, PhD, or equivalent) in a quantitative field (e.g., Math, Statistics, Physics, CS).
5+ years of quantitative research experience, ideally in systematic futures, HFT, or related environments.
Proven ability to generate and validate predictive signals in derivatives or systematic trading.
Strong programming skills (e.g., Python, C++) and experience working with large‑scale and real‑time data.
Solid foundation in statistics, time‑series analysis, and machine learning, with a clear understanding of overfitting and robustness.
Strong interest in market microstructure, order flow, and volatility.
Practical, commercially minded approach to evaluating strategy performance and deployability.
Excellent communication skills and ability to collaborate across research, trading, and engineering teams.
Seniority level Mid‑Senior level
Employment type Full‑time
Job function Finance
Industries Capital Markets
Benefits
Medical insurance
Vision insurance
401(k)
#J-18808-Ljbffr
I am building the best companies to work for in the world | 40 under 40 The firm is a global trading organization with a strong research culture and a world‑class technology platform. It operates across major financial hubs worldwide and is known for its collaborative environment, continuous innovation, and long‑term commitment to systematic trading excellence.
We are seeking experienced quantitative researchers to develop systematic trading strategies in global futures markets. You’ll join a well‑resourced research group that combines deep derivatives expertise with modern data science and a highly scalable execution platform.
In this role, you will focus on large‑scale data analysis and advanced modeling techniques to generate intraday forecasts, working closely with engineers and traders to move ideas efficiently from research into production.
Core Responsibilities
Research, design, and validate alpha signals for intraday futures strategies, from hypothesis generation through rigorous analysis.
Rapidly prototype and backtest trading ideas using large, high‑frequency market datasets.
Partner with developers and traders to build and enhance a robust research‑to‑production framework.
Monitor live strategies, assess performance and risk, and iterate to mitigate edge decay.
Identify and incorporate new data sources, including alternative data and market microstructure signals.
Contribute to research tooling, data infrastructure, and overall methodological direction.
Skills & Experience
Advanced degree (MSc, PhD, or equivalent) in a quantitative field (e.g., Math, Statistics, Physics, CS).
5+ years of quantitative research experience, ideally in systematic futures, HFT, or related environments.
Proven ability to generate and validate predictive signals in derivatives or systematic trading.
Strong programming skills (e.g., Python, C++) and experience working with large‑scale and real‑time data.
Solid foundation in statistics, time‑series analysis, and machine learning, with a clear understanding of overfitting and robustness.
Strong interest in market microstructure, order flow, and volatility.
Practical, commercially minded approach to evaluating strategy performance and deployability.
Excellent communication skills and ability to collaborate across research, trading, and engineering teams.
Seniority level Mid‑Senior level
Employment type Full‑time
Job function Finance
Industries Capital Markets
Benefits
Medical insurance
Vision insurance
401(k)
#J-18808-Ljbffr