Delta One Trader at Edgehog Trading

Chicago, Illinois, United States -

Full Time

Start Date

Immediate

Expiry Date

14 Apr, 26

Salary

0.0

Posted On

14 Jan, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Trading, Research, Systematic Trading, Risk Management, Hedging, C++, Python, Market Data Analysis, Alpha Discovery, Feature Engineering, Execution Quality, Latency Optimization, Scalable Systems, Real-Time Risk Management, Options Market-Making, Futures Microstructure

Industry

Financial Services

Description

About the role: We are hiring experienced quantitative traders / researchers to build a Delta One trading desk from the ground up. You will develop and deploy systematic intraday futures strategies, initially focused on short-horizon trading and hedging workflows that support an established options market-making business. In the near term, the role will focus on improving how we price, hedge, and manage delta exposure across futures and CME options. Over time, this role expands into independent alpha strategies across multiple futures products and, eventually, additional asset classes. You will join a team that prioritizes execution quality, latency optimization, scalable systems, and tight feedback loops. We have a strong engineering infrastructure and a roadmap toward competitive FPGA execution. What You’ll Do: • Build systematic intraday futures strategies (typical horizons 0–60 minutes, with room to extend) • Drive alpha discovery and feature engineering, from research → implementation → live deployment • Use diverse market data sources to generate predictive signals across CME futures products • Partner with options market-making desks to: -Improve baseline valuation inputs -Hedge options delta exposure efficiently using futures -Enhance real-time risk management and execution What We’re Looking For: • Degree in Computer Science, Mathematics, Physics, Engineering, or related STEM field • 3+ years experience as a trader or quantitative researcher focused on delta one trading on a futures, equities, or HFT desk • Strong understanding of: -Futures microstructure and execution -Short-horizon systematic trading -Risk management and hedging workflows • Excellent programming skills in C++ and Python • Comfortable working with large datasets and significant real-time market data Strong plus if you have: • CME trading experience • Experience working alongside or supporting options trading / market making • Experience building a desk or system from scratch The base salary range for this position is listed below. Base salary represents just one part of overall compensation; all full-time, permanent roles are eligible for a discretionary bonus and benefits, such as paid leave and insurance.

Responsibilities

You will build systematic intraday futures strategies and drive alpha discovery from research to live deployment. The role also involves partnering with options market-making desks to improve valuation inputs and hedge delta exposure efficiently.