Quantitative
Researcher

THE ROLE

Work across the full research loop.

You will investigate signals, markets, and portfolio decisions with access to the implementation details that determine whether an idea survives in practice. The work spans research design, data diagnostics, backtesting, portfolio construction, and the monitoring of live behaviour.

What you will do

• Form clear hypotheses about persistent behaviours in global futures markets.
• Design robust tests across instruments, asset classes, horizons, and market regimes.
• Improve forecast combination, portfolio construction, sizing, and risk diagnostics.
• Investigate data quality, roll behaviour, trading costs, and implementation differences.
• Write production-quality Python and review research with other members of the team.
• Monitor live results and translate surprises into better research questions.

What we value

• Strong quantitative reasoning and a healthy skepticism toward attractive results.
• Fluency in Python and confidence working with real-world time-series data.
• An understanding of statistics, portfolio risk, and empirical research design.
• The ability to explain assumptions and technical decisions in clear language.
• Comfort owning ambiguous problems and improving the surrounding system.

Direct futures experience is useful, but depth of thought and evidence of careful work matter more than familiarity with a specific framework.