What are the responsibilities and job description for the Quantitative Researcher position at Bowden Brown?
One of the top global prop trading firms is looking to hire an experienced Quantitative Researcher with expertise in HFT Futures.
This is a fast growing area of their business, and you would be joining a highly collaborative team running fully automated strategies covering global liquid markets. They have an extremely sophisticated research framework and platform in place, allowing them to compete in what is an extremely competitive space.
The team is at a size where you would have a real opportunity to make an impact, and to be involved in future direction as the team evolves and expands over the coming years.
They are looking for people with direct experience and a proven track record of delivering profitable trading strategies in HFT Futures - ideally coming from another tier 1 trading firm.
Responsibilities
- Conduct alpha research, feature engineering, and signal development to improve prediction and execution models.
- Enhance and optimize trading strategies for performance and efficiency in a low-latency environment.
- Collaborate with engineers and traders to streamline the research pipeline and implement real-time models.
- Participate in strategic discussions, contributing to the long-term growth of the team and trading initiatives.
Requirements
- 3 years of hands-on experience in quantitative research or model development
- MUST have HFT Futures experience
- Advanced STEM education from top global schools
- Strong programming skills in Python, C , or other relevant languages.
- Proven ability to optimize research workflows and manage multiple high-impact projects.
- A self-starter mindset with a collaborative, curious, and impact-oriented approach.
Compensation will be extremely competitive when benchmarked against the market, and they are willing to wait out non-competes.
Only candidates with direct relevant experience will be considered.