Quantitative Researcher
Quantitative Researcher – Mid-Frequency Trading on Base Metals
The Role
We’re looking for a Quantitative Researcher to develop intraday and event-driven trading strategies—with a focus on market inefficiencies across LME, SHFE, and COMEX. You will be working at the intersection of research and engineering, building strategies that run seamlessly from simulation to production without reimplementation.
You will also help us build and test our in-house trading simulator, ensuring accurate modeling of execution, latency, and market microstructure.
Key Responsibilities
- Design, test, and deploy intraday and event-driven trading strategies (e.g., cross-exchange statistical arbitrage).
- Develop and simulate execution logic, including order placement, fill handling, and live trading integration.
- Analyze market microstructure and short-term alpha signals using both structured and alternative datasets.
- Collaborate on the development of a high-fidelity trading simulator and backtesting framework.
- Continuously iterate on strategies based on live PnL and operational feedback.
What We’re Looking For
- Strong programming skills (Python; C++ a plus), with ability to write production-grade research code.
- Experience in building trading strategies with realistic execution logic (order book models, slippage, fills).
- Contribution to live PnL, with a focus on risk-adjusted returns — sharpe ratios and other key performance metrics your strategies/alphas have delivered in production.
- Previous exposure to statistical arbitrage, cross-market spreads, or intraday alpha modeling.
- Familiarity with futures/commodities preferred, but experience in equities/fixed income FX is welcome.
- Previous work with trading simulators or execution systems is a strong plus.
- HFT or low-latency experience is welcome, though we focus on intraday to mid-horizon strategies.
- Strong ownership mindset; ability to thrive in an agile, fast-paced team.
Why Join Us
- Opportunity to work on real, production-grade strategies that directly impact the PnL.
- Greenfield development of simulator and trading infrastructure—your ideas matter.
- Highly collaborative, flat team with deep domain expertise in metals and markets.
- Competitive compensation with performance upside.
If you're passionate about bridging the gap between strategy and execution, and building robust intraday alpha in real markets—we want to hear from you.