Senior Quantitative Researcher – Delta One
A senior alpha research role on a growing delta-one systematic team at Chicago Trading Company. It covers liquid futures across time horizons from microstructure to medium frequency.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Lead alpha research on signals from idea through backtest to production handoff
- Build predictive models at high-frequency and medium-frequency horizons
- Analyse strategy attribution and model behaviour as markets change
- Mentor junior researchers and improve simulation and data tooling
What they ask for
Required
- 5+ years in quant research, systematic trading or market making
- Track record of signals with measurable impact
- Strong statistics and advanced Python
- Rigorous backtests and simulations on large market data
- Market microstructure, execution and risk knowledge
Preferred
- Advanced degree in a quantitative field
- Education
- Advanced degree in statistics, maths, physics, CS or similar preferred
- Experience
- 5+ years in quantitative research, systematic trading or a close equivalent
- Languages and tools
- Markets
- futures
How to prepare
- Study futures market microstructure and how order books drive short-horizon returns
- Build a signal on futures tick or bar data with realistic cost modelling
- Practise designing simulations that reflect queue position and latency
- Learn how delta hedging and execution research feed back into strategy
- Prepare to discuss past research end to end, including failures
What to study
- Market Microstructure and Execution
- Quantitative Research, Data and Backtesting
- Econometrics and Financial Time Series
- Statistical Arbitrage
- Python for Quantitative Finance
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Chicago Trading Company’s site before applying: requirements, location and pay can change after we check them.
View the posting on Chicago Trading Company’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Chicago Trading Company and doesn’t handle applications.