Macro Futures Quantitative Trader

$150,000 – $200,000 + Market-Leading Formulaic Bonuses

Location: United States (Illinois – Chicago, Illinois) Type: Permanent

My client are a global proprietary trading firm looking to hire a senior Macro Futures Quantitative Trader based in their Chicago office. The role will be in one of the firm's strongest performing teams in Europe - they are now seeking a senior team member based in the US.

As part of the team, you will focus on high-frequency macro futures strategies, utilizing the firm's market-leading platform to maximize returns. The ideal candidate will have a proven track record of success, demonstrating a high Sharpe ratio and exceptional return on capital. In this role, you will contribute directly to the team's PnL, with a generous bonus structure tied to your personal contributions.

Responsibilities:

• Develop, implement, and manage high-frequency macro futures trading strategies.
• Collaborate with the European-based team to refine and optimize models and strategies.
• Use quantitative techniques to analyze and interpret market data, identifying trading opportunities in macro futures.
• Continuously improve trading strategies based on performance metrics, including Sharpe ratio and return on capital.
• Contribute to the overall PnL of the team with an emphasis on maximizing risk-adjusted returns.
• Collaborate with other quantitative traders and developers to leverage the firm's cutting-edge technology and infrastructure.

Qualifications:

• Proven experience (5+ years) in high-frequency macro futures trading, with a strong track record of success and high Sharpe ratio.
• Expertise in quantitative analysis, statistical modeling, and programming (Python, C++, R, etc.).
• Strong understanding of macroeconomic drivers and how they impact futures markets.
• Demonstrated ability to generate significant returns on capital while managing risk effectively.
• Self-motivated, results-oriented, and able to work both independently and collaboratively within a high-performance team.
• Strong communication skills and the ability to work closely with team members across global offices.

What They Offer:

• Access to a market-leading trading platform and proprietary technology.
• Opportunity to work in one of the firm's highest-performing teams.
• Attractive compensation package with a formulaic bonus based on personal PnL contributions.
• A fast-paced, dynamic work environment with ample room for growth and development.

Reference: AMC/RSP/NW/FQT