Mid Frequency Futures Quant Researcher
Shanghai
Permanent
Negotiable
Quantitative Analytics Research and Trading
PR/359789_1746779412
Mid Frequency Futures Quant Researcher
International High-Frequency Proprietary Fund - Mid-High Frequency Commodity Futures Trader
Job Overview
We are working with an international high-frequency proprietary trading fund with a global presence, renowned for our cutting-edge technology, sophisticated trading strategies, and exceptional performance in financial markets. As we continue to expand our trading portfolio and deepen our market reach, we are actively seeking an experienced and highly skilled Mid-High Frequency Commodity Futures Trader to join our dynamic team. This role offers a unique opportunity to work in a fast-paced, intellectually stimulating environment, where you will be at the forefront of the ever-evolving world of commodity futures trading, leveraging advanced algorithms and data analytics to drive profitable trading decisions.
Key Responsibilities
- Strategy Development and Execution: Design, develop, and implement innovative mid-high frequency trading strategies specifically tailored for commodity futures markets. Continuously analyze market trends, price movements, and trading patterns to identify profitable trading opportunities, and execute trades with precision and speed to capitalize on short-term market inefficiencies.
- Risk Management: Monitor and manage trading risks in real-time, ensuring that all trading activities comply with the firm's risk management policies and regulatory requirements. Implement risk mitigation strategies, such as setting appropriate stop-loss levels and position limits, to protect the firm's capital and minimize potential losses. Regularly assess and report on the risk exposure of the trading portfolio, providing actionable insights to senior management.
- Market Analysis: Conduct in-depth fundamental and technical analysis of commodity futures markets, including analyzing supply and demand dynamics, geopolitical factors, macroeconomic indicators, and technical chart patterns. Stay updated on the latest industry news, regulatory changes, and market developments that may impact commodity prices and trading strategies, and use this information to inform trading decisions and adapt strategies as needed.
- Technology and Infrastructure: Collaborate closely with the firm's quantitative research, data science, and technology teams to optimize trading algorithms, improve trading systems, and enhance the overall trading infrastructure. Provide feedback on trading system performance, identify areas for improvement, and contribute to the development of new tools and technologies to enhance trading efficiency and competitiveness.
- Portfolio Management: Manage a diversified portfolio of commodity futures positions, optimizing the allocation of capital across different commodities, contracts, and trading strategies to maximize returns while maintaining acceptable risk levels. Regularly review and rebalance the portfolio based on market conditions, performance analysis, and risk tolerance.
- Team Collaboration: Work closely with other traders, analysts, and support staff within the firm, sharing ideas, insights, and best practices to drive team success. Participate in team meetings, trading discussions, and strategy sessions, contributing to the overall trading culture and collaborative environment of the firm.
Qualifications and Requirements
- Experience: Minimum of 5 years of professional experience in mid-high frequency trading of commodity futures, preferably in a proprietary trading firm, hedge fund, investment bank, or other financial institution. Proven track record of consistent profitability and successful trading performance in commodity futures markets, with a deep understanding of market microstructure, liquidity dynamics, and trading strategies.
- Skills: Strong quantitative and analytical skills, with the ability to analyze complex market data, develop trading models, and make data-driven trading decisions. Proficiency in programming languages such as Python, C++, or Java, with experience in developing and implementing trading algorithms. Familiarity with financial data analysis tools and platforms, such as Bloomberg Terminal, Reuters Eikon, or other market data providers. Excellent risk management skills, with the ability to assess and manage trading risks effectively.
- Knowledge: In-depth knowledge of commodity futures markets, including different commodity sectors (such as energy, metals, agricultural products), trading instruments, contract specifications, and market regulations. Understanding of fundamental and technical analysis principles, and the ability to apply these techniques to commodity futures trading. Knowledge of high-frequency trading concepts, algorithms, and technologies, including order routing, market making, and latency optimization.
- Education: A bachelor's degree in finance, economics, mathematics, statistics, engineering, computer science, or a related field. A master's degree or PhD in a relevant field is highly preferred. Professional certifications such as CFA (Chartered Financial Analyst), FRM (Financial Risk Manager), or other relevant certifications are a plus
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