About Ecliptic  

Ecliptic Systematic Strategies, an affiliate of Aureviums, specializes in systematic, computer-driven trading strategies across equities, futures, and foreign exchange.  

Our approach is built on:  

- Rigorous research into a wide range of market anomalies

- Unparalleled access to publicly available data sources

- A cutting-edge technology infrastructure supporting high-performance trading

Role & Responsibilities  

We are seeking a Quantitative Researcher to drive alpha discovery and strategy development in liquid futures markets.  

Key Responsibilities  

- Conduct rigorous applied research to discover systematic anomalies in liquid futures markets

- Present actionable trading ideas and enhance existing strategies

- Identify and monetize short-term opportunities in the high-frequency/intraday space

- Engage in end-to-end development, including:

  - Data orchestration

  - Alpha idea generation

  - Simulation & strategy implementation

  - Performance evaluation

- Contribute to the team’s research tooling and enhance its efficiency

- Foster a collaborative mindset and promote shared ownership

Requirements  

- Advanced degree in Mathematics, Statistics, Computer Science, or a related quantitative discipline

- 5+ years of experience in systematic alpha research in liquid futures using high-frequency/tick data

- Proficiency in data science practices, including feature engineering and signal combination

- Strong technical skills in handling large datasets

- Expertise in C++ and Python in a Linux environment with AWS exposure

- Highly motivated, with a strong independent research ability

- Ability to take ownership of work while fostering collaboration

- Commitment to the highest ethical standards

Compensation & Benefits  

- Annual base salary: $175,000 – $200,000 (USD)

- Discretionary bonus compensation

- Comprehensive benefits package

- Actual compensation may vary based on location, experience, education, and skill level