Quantitative Researcher
: Job Details :

Who We Are:

MA Capital US LLC, we are aiming to be a leading proprietary trading firm specializing in systematic strategies. We are a multi-asset trading firm employing a range of systematic and semi-systematic strategies. We focus on leveraging advanced technology, quantitative research, and sophisticated models to identify and capitalize on opportunities in global financial markets.

By prioritizing innovation, transparency, and efficiency, MA Capital is dedicated to providing liquidity and maintaining fair, efficient markets. Our commitment to continuous learning and development ensures that our professionals have the tools and flexibility they need to succeed.

Job Overview:

We are a rapidly growing boutique proprietary trading firm seeking a highly driven and innovative Quantitative Researcher to help build and refine fully systematic High-Frequency and Medium-Frequency Trading strategies for the Futures markets on the CME. This is an exciting opportunity to play a pivotal role in the early stages of our firm, with direct impact on the company's growth trajectory.

In this role, you'll have the autonomy to experiment with new ideas, collaborate closely with leadership, and contribute to every stage of strategy development—from concept to live trading. We value creativity, adaptability, and a desire to push boundaries. You'll work closely with a small team of passionate engineers and traders in an environment that fosters innovation and rapid iteration.

Key Responsibilities:

1.) Innovative Strategy Development:

• Spearhead the research and design of novel, fully systematic HFT/MFT trading strategies focused on CME Futures markets, including equity index futures, commodities, and other listed derivatives.
• Apply cutting-edge statistical techniques, machine learning models, and data-driven approaches to discover unique alpha-generating signals.
• Adapt quickly to market conditions and take ownership of the entire lifecycle of your trading strategies, from ideation and backtesting to deployment and live trading.

2.) Collaborative Research Environment:

• Collaborate closely with the founding team and traders to align research priorities with firm-wide goals and initiatives.
• Work cross-functionally with software engineers to build and refine tools that support rapid iteration and strategy development.

3.) Data Exploration & Signal Discovery:

• Explore vast datasets, including tick-level data and market microstructure, to identify new opportunities and trends.
• Use a combination of statistical modeling, feature engineering, and machine learning to enhance predictive accuracy and optimize execution strategies.

4.) Technology-Driven Approach:

• Leverage and contribute to the development of low-latency, high-performance infrastructure to maximize trading efficiency.
• Quickly integrate and scale successful strategies within our in-house trading platform, ensuring that they are adaptable and robust under real-time market conditions.

5.) Risk Management:

• Incorporate risk management practices into all research and strategy development efforts, ensuring resilience to adverse market conditions and volatility.
• Work with the team to create real-time monitoring tools to continuously assess strategy performance and risk exposure.

Required Qualifications:

1.) Advanced Degree: PhD, MSc, or equivalent in Mathematics, Computer Science, Statistics, Physics, or a related field.

2.) Programming Expertise: Proficiency in Python, C++, R, or other programming languages.

3.) Quantitative Research Experience: 3+ years of experience in building HFT/MFT trading strategies in Futures markets (preferably CME-listed products).

4.) Statistical and Machine Learning Expertise: Strong foundation in time-series analysis, machine learning, and statistical modeling for extracting predictive signals.

5.) Entrepreneurial Mindset: Thrives in a fast-paced, iterative environment; comfortable with uncertainty and capable of taking ownership of both successes and failures.

6.) Adaptability & Initiative: Eagerness to experiment, iterate, and push boundaries to develop unique trading models. Open to taking on responsibilities beyond just quantitative research.

Preferred Qualifications:

• Experience working in a proprietary trading firm environment.
• Familiarity with market-making, liquidity provision, or execution optimization strategies.
• Prior experience in developing low-latency trading systems.
• Hands-on experience trading or researching in CME Futures (e.g., equities, commodities, fixed income).

Our Company's benefits include:

• Continuous professional development
• Flexible hybrid schedule
• Startup environment
• Medical, dental and vision insurance
• 401(k)