Wolverine Trading

Proprietary trading, asset management, execution services

Quantitative Trader - High Frequency Futures

Quantitative Research +1Confirmed live in the last 24 hours

Full-timeChicago, IL, USANo salary listedIn-person

About the Job

Requirements

At least 2+ years of experience generating or implementing short-term trading alphas into production trading strategies.
Knowledge of Chicago Mercantile Exchange and related market microstructure is required.
Advanced knowledge of modern statistical and machine learning techniques.
Proficiency in a scripting language such as Python, R, or MATLAB.
Proficiency in at least one statistical package and one machine learning package in one of the listed languages.
Demonstrated experience working with tick data.
A degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, or Engineering.

Responsibilities

Conduct financial data analysis on large datasets to generate profitable trading alphas.
Define key metrics for model validation.
Perform back-testing and production performance monitoring.
Contribute to in-house data analysis packages and research framework development.
Acquire new datasets and clean and maintain new and existing datasets.
Contribute to the architecture of the futures trading technology stack.

Desired Qualifications

Experience developing software systems in an object-oriented language.

We are looking for highly skilled and experienced individuals to join a research effort focused on generating high frequency trading alphas in the futures markets. The ideal candidate has direct experience in the alpha research process and understands the workflow from idea generation to production implementation. This opportunity will provide the right candidate the chance to have a large impact on the direction and productivity of a newly formed effort within a successful proprietary trading firm.

Conduct financial data analysis on large datasets to generate profitable trading alphas.
Define key metrics for model validation
Back-testing and production performance monitoring
Contribute to in-house data analysis packages and research framework development
Acquisition of new data sets and cleaning/maintenance of new and existing data sets.
Contribute to futures trading technology stack architecture

At least 2+ years of experience generating or implementing short term trading alphas into production trading strategies
Knowledge of CME and related market microstructure required.
Advanced knowledge of modern statistical and machine learning techniques
Proficiency in a scripting language such as Python, R, or MATLAB.
Proficiency in at least one statistical package and one machine learning package in one of the above languages.
Demonstrated experience working with tick data.
Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, etc.
Experience developing software systems in an object-oriented language is a plus.

About the Company

Wolverine Trading

Proprietary trading, asset management, execution services

Wolverine Trading operates in three areas: proprietary trading, asset management, and execution services. In proprietary trading, it uses market making and valuation arbitrage to provide liquidity and capture price differences across global markets. Wolverine Asset Management runs investment funds for clients, pursuing returns through a range of strategies. The company earns trading profits, management fees, and execution commissions, and aims to grow revenue by applying market expertise and technology to deliver liquidity, portfolio management, and efficient trade execution.

Company size: 201-500
Company stage: Not listed
Total funding: Not listed
Headquarters: Chicago, IL
Founded: 1994

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