全职 HFT Quantitative Researcher - PM - CME Futures | Competitive PnL Cut | Tier-1 Infra 工作, 薪水, Selby Jennings 公司招聘中 - Ricebowl

About the platform

A leading systematic trading firm with fully built-out, low-latency infrastructure is looking to add high-frequency strategy talent on CME futures. The infra, execution and risk framework are already in place - what they need is alpha. This is a plug-and-play seat for someone who wants to focus purely on strategy without rebuilding a stack.

What you'll do

• Research and run high-frequency futures strategies on CME products - microstructure alpha on sub-second to intraday horizons
• Take signals from research to live production on top-tier low-latency infra
• (PM track) own and scale your own book with dedicated resources

What we're looking for

• 2+ years in HFT / mid-frequency futures research or trading
• Strong microstructure, market-making or statistical-arb background
• C++ / Python; comfortable working close to the metal on latency-sensitive systems
• Demonstrable live PnL is a strong plus (essential for PM track)

Why this seat

• Highly competitive, transparent PnL cut
• Mature, best-in-class infra - you focus on strategy, not plumbing
• Clear QR → PM progression for the right performer

Confidential enquiries: WeChat Martinn0604