Opportunity Description
Role Overview
This role focuses on the research and development of intraday mid-to-high frequency Alpha strategies for
Global Multi-Asset Managed Futures (Global Futures)
. We are looking for top-tier quantitative talent with a deep-rooted track record in the CTA space and proven live trading experience on premier international exchanges (e.g., CME). This position is open to various seniority levels—
from Quantitative Researcher (QR) to sub-PM
. Our core evaluation metrics prioritize sharp intraday trading logic and exceptional Sharpe ratio performance. Key Responsibilities Strategy R&D:
Responsible for the development, implementation, and iteration of intraday mid-to-high frequency quantitative CTA strategies across global commodity futures, equity indices, and bulk commodities markets. Order Book Mining:
Conduct microstructure analysis using high-frequency price-volume and Order Book (L2 order flow) data from international exchanges (e.g., CME, ICE) to extract al...
This role focuses on the research and development of intraday mid-to-high frequency Alpha strategies for
Global Multi-Asset Managed Futures (Global Futures)
. We are looking for top-tier quantitative talent with a deep-rooted track record in the CTA space and proven live trading experience on premier international exchanges (e.g., CME). This position is open to various seniority levels—
from Quantitative Researcher (QR) to sub-PM
. Our core evaluation metrics prioritize sharp intraday trading logic and exceptional Sharpe ratio performance. Key Responsibilities Strategy R&D:
Responsible for the development, implementation, and iteration of intraday mid-to-high frequency quantitative CTA strategies across global commodity futures, equity indices, and bulk commodities markets. Order Book Mining:
Conduct microstructure analysis using high-frequency price-volume and Order Book (L2 order flow) data from international exchanges (e.g., CME, ICE) to extract al...
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