Programmer for Quantitative Trading Research (Python/Futures Trading)

Job Description:

We are seeking a skilled quantitative programmer to support the research, development, and backtesting of trading strategies, primarily focusing on index futures (e.g., ES, YM).

You will work closely with a trading specialist to build, test, and refine models that detect trading opportunities based on price behavior and order book dynamics.

Responsibilities:

Research, develop, and backtest trading strategies using Python

Analyze historical futures data to model and predict price behaviors

Build and optimize backtesting engines for high-frequency, short-term trading

Conduct statistical tests (e.g., regression analysis, cointegration tests) to validate hypotheses

Develop clean, modular, and reusable code

Work collaboratively to propose and iterate on new trading ideas

Required Qualifications:

Proficiency in Python (especially Pandas, NumPy, SciPy)

Experience with regression analysis, time series analysis, and statistical modeling

Solid understanding of futures markets and spread trading principles

Familiarity with backtesting frameworks (Backtrader, Zipline, or custom solutions)

Ability to work independently, conduct self-driven research, and present findings clearly

Preferred (Bonus) Skills:

Experience developing and optimizing execution algorithms

Experience building data visualization dashboards (e.g., Plotly, Dash)