Quantitative analysis · Low latency / Macro pipeline

You research and build fast automated trading strategies for futures markets, where code reacts to market data in fractions of a second. The seat sits in Tudor's Macro Pipeline team, inside a low latency trading team that researches and builds trading models in liquid futures. Low latency means the gap between a price changing and the system acting on it is kept as short as possible, so the speed of the code matters as much as the idea behind it.

Futures are contracts to buy or sell something, such as a government bond, a stock index or a currency, at a set price on a set date. Liquid means they trade in large volumes, so positions can be put on and taken off cheaply. Your signals work on a short to medium horizon, meaning positions are held for a short time rather than for days or weeks.