Quantitative Trader/Researcher - Futures

Overview

Designing, developing and managing profitable systematic trading strategies in US Cash Treasury and Futures FI, FX, Equity and Commodities markets. The candidate is expected to perform its own trading strategy design and research. As such, the role requires high level development in C++ and Python. We expect the candidate to collaborate with the team’s technology and trading experts for production implementation.

The strategist will have the opportunity to deploy its trading strategy with limited infrastructure build time by leveraging an existing successful technology and research platform.

GTS is a collection of financial services companies spanning a wide array of asset classes and investment approaches, all powered by the combination of market expertise with innovative, proprietary technology. With roots as a quantitative trading firm continually building for the future, the GTS family of companies are able to leverage the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today’s financial markets.

GTS’s electronic market maker GTS Securities accounts for 3-5% of daily cash equities volume in the U.S. and is a leading Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $13 trillion of market capitalization. For more information on GTS, please visit www.gtsx.com.

Strategy Requirements

• CME Futures (all asset classes), Cash US Treasuries
• High-Frequency to Mid-Frequency (with overnight)
• 3+ Sharp Ratio
• Fully automated
• Minimum 1-year track record in production

Qualifications

Education: B.S., M.S. or PhD in engineering, mathematics, physics, statistics, computer science

Seniority: minimum of 2 years of experience working on a prop trading, quantitative trading or electronic trading desk (investment bank, hedge fund, etc.).

Skills

• Significant experience with alpha generation and portfolio management.
• Strong programming skills – C++ and Python preferred.
• Working knowledge of Linux and code repository management preferred.
• Self-motivated, hard-working and creative personality
• Clear and confident communication skills.

We're proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.

Please note: The use of AI tools during interviews is strictly prohibited, unless explicitly agreed upon.