Drimva

Wolverine Trading

Quantitative Trader - High Frequency Futures

$150K–$200K

Chicago, Illinois · On-site · Full-time · Posted Oct 29, 2026

Experience
At least 2+ years generating or implementing short-term trading alphas in production trading strategies.
Education
Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, etc.

About the job

Research and implement high-frequency futures trading alphas, from data analysis and validation through back-testing and production monitoring.

What you'll do

  • Analyze large financial datasets to generate trading alphas; define model validation metrics and monitor back-testing and production performance.
  • Develop in-house data analysis packages and research frameworks, and acquire, clean, and maintain datasets.
  • Contribute to the architecture of the futures trading technology stack.

What they ask for

  • At least 2+ years of experience generating or implementing short-term trading alphas in production strategies.
  • Knowledge of CME and related market microstructure.
  • Advanced knowledge of modern statistical and machine learning techniques; proficiency in a scripting language such as Python, R, or MATLAB, plus at least one statistical package and one machine learning package in one of those languages.
  • Demonstrated experience working with tick data; degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, or Engineering.

Nice to have

  • Experience developing software systems in an object-oriented language.

Pay

USD $150,000-$200,000 base salary

Tools

CME, Python, R, MATLAB

Model-written summary · the original posting is authoritative

First seen Oct 29, 2026 · Last verified Nov 5, 2026 (UTC)