- Chicago
- Senior
- $150K–$250K per year
- 7+ years
Senior Quantitative Trader (Delta One) to design, develop, and deploy systematic futures trading strategies and support the FICCO options platform.
Compensation
The annual base salary range for this position is $150,000 to $250,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.
Responsibilities
- Design, develop, and deploy systematic delta-one futures trading strategies across global markets (rates, FX, commodities, equities)
- Build and refine delta-driven signal generation frameworks to support both standalone futures strategies and options portfolios
- Implement robust futures-based hedging methodologies to optimize portfolio risk across the FICCO options business
- Develop and execute directional options overlays grounded in quantitative futures signals
- Understand and manage risk across live strategies, including exposure, volatility, liquidity, and cross-asset correlations
Requirements
- Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, or related field
- Nice to have: options integration
- Nice to have: portfolio construction
- Nice to have: capital allocation
- Nice to have: risk budgeting