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

QNT Partners is seeking a Senior Quant Researcher / Quant Developer specializing in Directional Strategies for CME Futures to join a prominent family office's proprietary trading desk in Dubai. This is a unique opportunity to contribute directly to a high-conviction quant trading team with significant capital access and a clear path to Portfolio Manager.

The role involves developing and improving systematic, directional trading strategies for U.S. futures, with a focus on deepening existing research and eventually owning your own strategy book. You will work in a small, senior team with no bureaucracy, reporting directly to an ex-MD of Equity Trading from a global bank.

If you are a seasoned quantitative researcher or developer with a strong background in directional strategies and a desire to make a tangible impact, we encourage you to apply.

Company Overview

QNT Partners is a boutique recruitment and advisory firm specializing in the quantitative trading industry. They connect top talent with leading HFT firms, hedge funds, prop trading desks, and digital asset businesses, offering access to exclusive opportunities in the market.

Quick Details

• Salary Range: Not Specified
• Job Type: Full-time
• Qualifications: bachelors-degree
• Experience: 5 Year+

Key Responsibilities

• Develop new directional trading hypotheses and improve existing systematic models in CME futures.
• Research alpha using both historical and live data, and build research prototypes in Python.
• Run backtesting, out-of-sample validation, and stress-test strategy robustness.
• Guard against overfitting and backtesting pitfalls, accounting for real-world trading frictions.
• Evaluate performance using risk-adjusted metrics and prepare strategies for live launch.
• Analyze post-launch performance and partner with backend developers to integrate models.

Requirements

• Hands-on experience in quantitative research, algorithmic trading, or systematic trading with a directional focus.
• Track record developing, testing, or launching directional strategies in U.S. futures markets (CME experience preferred).
• Solid grounding in statistics, probability, financial time series, and hypothesis testing.
• Strong Python skills for research and strategy analysis.
• Ability to build and critically read backtests for robustness and live-trading feasibility.
• Working knowledge of futures instruments and accounting for transaction costs and slippage.
• Demonstrated discipline in controlling for overfitting and backtesting errors.
• Ability to independently drive research end-to-end.

Benefits

• 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.