full-time
Quant Trader
CPS, Inc.
- Employer
- CPS, Inc.
- Location
- Chicago
- Working pattern
- on-site
About the role
Research, develop, and improve systematic strategies for liquid futures markets, taking ideas from data preparation and modeling through implementation and live performance monitoring. Improve execution and automated quoting by analyzing order activity, liquidity, queue dynamics, trading costs, exchange behavior, and infrastructure performance in collaboration with engineers. Requires at least two years of quantitative trading or research experience with equity index futures in a proprietary trading or high-frequency trading environment, ideally involving CME markets such as ES or NQ. Candidates should have experience with granular exchange data, live signals or execution models, passive execution concepts, Python research, large datasets, and the ability to understand C++ implementations and work with latency-focused engineers.