Quant jobs / Wolverine Trading

Quantitative Trader – High Frequency Futures

A research role in a newly formed high-frequency futures effort at a proprietary trading firm. You take alpha ideas from analysis through to production monitoring.

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.

Analyse tick-level futures data to find short-horizon alphas
Define the metrics used to validate and monitor models
Clean and maintain new and existing datasets
Extend the in-house research and backtesting framework
Contribute to the futures trading technology stack

What they ask for

Required

Experience implementing short-term alphas in production
CME market microstructure knowledge
Advanced statistics and machine learning
Python, R or MATLAB
Experience with tick data
Quantitative degree

Preferred

Object-oriented software development

Education: Degree in statistics, computer science, mathematics, engineering or similar
Experience: 2+ years generating or implementing short-term alphas into production
Languages and tools: Python
R
MATLAB
Markets: futures

How to prepare

Work with real tick or order-book data and build features such as imbalance and short-horizon returns
Learn how CME matching and order types affect fill assumptions in a backtest
Practise validating a short-horizon model with out-of-sample tests and decay analysis
Write a small reusable backtesting library with unit tests

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Wolverine Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Wolverine Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Wolverine Trading and doesn’t handle applications.