Trader - eFinancialCareers

Overview:
A leading market making proprietary trading firm is seeking an experienced systematic High Frequency Futures Traders and QR's with deep expertise in C++ development, low-latency systems, and alpha-driven market making. This role focuses on deploying and optimizing high-frequency strategies across U.S.-listed futures, including commodities, equity index, agricultural, and energy products in a low latency environment.

Key Responsibilities:

• Design, implement, and manage high-frequency trading strategies in U.S. futures markets.
• Develop ultra-low-latency C++ infrastructure for signal generation, execution, and risk management.
• Conduct research on market microstructure and latency-sensitive alpha opportunities.
• Collaborate with researchers and engineers to enhance trading models and infrastructure.
• Monitor and refine strategies in real-time, ensuring robust performance and compliance.

Qualifications:

• Proven track record in high-frequency or market-making futures trading.
• Expert-level C++ programming skills with experience in latency-critical environments.
• Deep understanding of U.S. futures markets, including commodities, equity index, agricultural, and energy.
• Strong grasp of market microstructure, order book dynamics, and execution optimization.
• Experience with alpha research, signal development, and real-time strategy deployment.
• Degree in Computer Science, Engineering, Physics, or a related quantitative field.

What We Offer:

• Access to proprietary infrastructure, data, and capital.
• Autonomy to deploy and scale your own strategies.
• Collaborative, high-performance culture with minimal bureaucracy.
• Competitive compensation with significant upside tied to performance.