Quantitative Researcher, CME Group Futures - Hedge Fund
23 hours ago
Alcobendas
We are an Hedge Fund at the start of an ambitious build, founded with the backing of a private equity firm that manages billions across Europe and Asia, and focused on systematic trading in CME Group futures markets. We are building our trading operation from the ground up and we are looking for the person who will lead it from the research side. This is a mid- to senior-level role for someone who wants more than a position in a large team. You will be the principal Quantitative Researcher, working directly with the founders, with full ownership of the research agenda and direct responsibility for the strategies that go to market. What you build here will define the fund. The Role • Lead the development of systematic, medium-frequency trading strategies in CME futures markets, built entirely from scratch, • Work with full tick-level order book data, • Design rigorous backtesting and stress testing frameworks, • Ensure every strategy survives honest transaction cost modelling and out-of-sample validation across a range of market conditions, • Operate within a small, technically exceptional team supported by institutional-grade infrastructure including KX Systems What We Are Looking For • Proven mid- to senior-level experience in quantitative research in futures or closely related markets, • Demonstrated ability to develop systematic strategies with real data that hold up under realistic execution conditions, • Deep understanding of futures market microstructure: how order books behave, how liquidity moves, what edge looks like at medium frequency, • Statistical rigour to distinguish genuine signal from noise, • Strong mathematical background in probability theory, stochastic processes, and rigorous statistical inference - we value candidates who are as comfortable in the theoretical layer as they are with data and implementation, • Knowledge of Artificial Intelligence and its application to systematic research - we see mathematics and AI as deeply complementary disciplines, and their intersection is where we believe the most meaningful innovation in this domain will come from, • Entrepreneurial mindset: someone who finds it more exciting to build something from the ground up than to be one researcher among many What We Offer • Full ownership of the research function from day one, • Compensation tailored to the strength of your profile, • Flat, high-calibre team with no corporate overhead, • Remote work within a European timezone - we welcome global talent, • Direct, confidential recruitment process with no intermediaries Confidentiality The entire recruitment process is strictly confidential from start to finish. Advancing past the initial interview stages may require signing a Non-Disclosure Agreement (NDA). In return, we provide full transparency - any technical, strategic, or corporate information a candidate requires will be made available at the appropriate stage. To Apply Send a note and your CV to
1 Calle del Camino del Soto, 28109, Alcobendas
