About us

We are a proprietary trading firm specializing in systematic electronic options market-making. Our vision is to scale and automate our quantitative strategies through cutting-edge algorithmic infrastructure and a diverse, multidisciplinary team of traders, quantitative developers, and researchers. We distinguish ourselves through rigorous data-driven decision-making, advanced technology platforms, and innovative quantitative methodologies, enabling us to address the complex challenges inherent in highly efficient markets. Leveraging best-in-class low-latency execution systems, sophisticated risk management frameworks, and state-of-the-art computational infrastructure, we maintain a competitive edge in the high-frequency trading landscape. Our foundation rests upon a commitment to continuous learning, absolute transparency, and a collaborative approach to every facet of our operations.

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

Qualifications and skills:

• BA/BS/MS/PhD degree in Computer Science, Data Science, Engineering, Math, Physics, or related 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

Why Edgehog:

• Small team advantage: Direct access to founders and senior team members from day one
• Ownership early: Manage real P&L and make meaningful impact within your first year
• Cutting-edge tech: Work with our proprietary models and low-latency trading systems built in-house
• Tight feedback loops: Weekly 1-on-1s with your mentor, quarterly reviews with leadership
• Chicago-based: Affordable cost of living, vibrant trading community

Benefits:

• Comprehensive health, dental, and vision insurance with premiums 100% covered by the firm
• 401(k) with a 4% company match
• Unlimited paid time off and sick leave
• Free lunch, coffee, drinks, and snacks
• Commuter benefits
• Monthly happy hours and annual team events

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, including items in the above list.

The base salary for this role is 150,000 - 200,000 USD per year