Senior Quant Researcher / Quant Developer — Directional Strategies (CME Futures)

Senior Quant Researcher / Quant Developer — Directional Strategies (CME Futures)

Location: Dubai (relocation required)

Client: Investment-focused family office — concentrated, high-conviction quant trading desk

The Opportunity

A prominent family office is building out a highly concentrated proprietary trading desk, led by a former Managing Director of Equity Trading from a global bank. The desk runs systematic strategies in U.S. futures markets (primarily CME) and is now looking to add a Senior Quant Researcher / Quant Developer with strong directional research expertise to the team.

This is a rare opportunity to join a small, high-caliber team with direct access to capital and real trading decisions — no bureaucracy, no committee-driven process. The mandate is clear: first, help the desk extract more alpha from its existing directional strategies; then, grow into owning your own strategy development as a Portfolio Manager. This is a genuine path from senior researcher to PM, built around demonstrated results.

The Role

You'll join a small team developing systematic, directional trading strategies for U.S. futures (CME), operating on minute-to-hour timeframes (this is not an HFT role). The immediate focus is on deepening and monetizing the desk's existing directional research — sharpening hypotheses, improving models, and squeezing more value from live strategies — before transitioning into leading your own strategy book.

Backend infrastructure, the trading environment, and production pipeline are all maintained by a dedicated backend engineering team, so you can stay focused on research rather than infrastructure.

Responsibilities

• Develop new directional trading hypotheses and improve existing systematic models in CME futures.
• Research alpha using both historical and live data.
• Build research prototypes and trading models in Python.
• Run backtesting, out-of-sample validation, walk-forward analysis, and Monte Carlo / bootstrap testing.
• Stress-test strategy robustness across parameters, data samples, and market regimes.
• Guard against overfitting and classic backtesting pitfalls: look-ahead bias, data snooping, survivorship bias, multiple testing.
• Account for real-world trading frictions: commissions, slippage, liquidity, turnover, execution constraints.
• Evaluate performance using risk-adjusted metrics: Sharpe, Sortino, Calmar, max drawdown, expectancy, profit factor, hit rate.
• Prepare strategies for live launch: logic, parameters, constraints, risk rules, expected behavior.
• Partner with backend developers to integrate models into the live trading environment.
• Analyze post-launch performance: live/backtest deviation, degradation, attribution, root-cause analysis.

What We're Looking For

• Hands-on experience in quantitative research, algorithmic trading, or systematic trading, with a directional research focus.
• Track record developing, testing, or launching directional strategies in U.S. futures markets — CME experience strongly preferred.
• Solid grounding in statistics, probability, financial time series, and hypothesis testing.
• Strong Python skills, comfortable with the mathematical/statistical libraries used for research and strategy analysis.
• Ability to build and critically read backtests through a lens of robustness, risk, and live-trading feasibility.
• Working knowledge of futures instruments: contracts, expiration, rollover, liquidity, margin, and trading sessions.
• Fluency in accounting for transaction costs, slippage, liquidity constraints, and execution limits.
• Demonstrated discipline in controlling for overfitting and backtesting errors.
• Ability to independently drive research end-to-end — from idea to hypothesis to reproducible backtest to launch recommendation.
• A sharp eye for the difference between a genuinely robust strategy and an over-optimized backtest.

Nice to Have

• Experience live-trading or launching strategies into production.
• Experience with custom/proprietary backtesting or research frameworks.
• Understanding of market microstructure: order book dynamics, liquidity, spread, slippage.
• Experience with performance attribution and risk analysis.
• Crypto trading experience on major CEXs (Binance, OKX, Bybit, etc.).
• Applied ML experience in financial time series.

Team & Growth Path

The desk is small and senior — you'll work directly with and report to an ex-MD of Equity Trading from a global bank, with real ownership over your research. The initial mandate is to help monetize and improve the desk's existing directional strategies; as you prove out results, the path forward is toward becoming a PM with your own strategy mandate.

What's on Offer

• Competitive compensation based on experience and results.
• Direct access to a live trading environment and real capital.
• Immediate, visible impact on trading decisions and PnL.
• A small, senior, no-bureaucracy team.
• Exposure to international markets and institutional-grade capital.
• Relocation package to Dubai.