Trading & Risk Analyst, Liquid Futures Markets
Your main job is testing our proprietary trading and risk model from a trader's and risk manager's perspective, and supplying the market and risk inputs the quant team builds into it.
About Solo Quant
Solo Quant builds predictive analytics for futures markets. The platform analyses how instruments reacted to past economic releases and, before the next release, reports directional bias, confidence, consistency and expected volatility for each instrument. Our proprietary trading and risk model is deterministic and works only from historical market data.
The first phase covers GC, NQ and ES around CPI, NFP and FOMC. Our clients are prop firms, hedge funds, institutional traders and research teams. The product and the team are at an early stage.
The team is small, and each hire owns part of the product. We look for self-motivated people who drive their own work without close supervision. We use Claude Code and other AI tools every day for coding, research and analysis, and we expect you to check AI output as critically as your own work.
We usually work between 8:00 and 20:00 CET (CEST in summer).
What you'll do
- Test the model around key releases and check whether its bias, confidence and volatility figures match how these markets trade.
- After each release, compare the report with how the market traded and write a short review.
- Question results that look unrealistic, suggest hypotheses and follow issues up with the quant team until they are resolved.
- Provide the market inputs for modelling, including liquidity, spreads, slippage, gaps and contract specifications.
- Define the risk inputs, including event exposure, drawdown scenarios and position sizing.
- Monitor markets around key releases and report unusual behaviour, data issues and regime changes.
- Gather product requirements from traders and risk managers at prop firms and funds.
- Take part in client demos and calls, and contribute to market notes and educational content.
- Work with compliance so reports and client content stay factual and are not presented as investment advice.
What we're looking for
- Experience trading or managing risk in liquid markets such as index, rates or commodity futures, major FX or large-cap equities.
- Experience at a prop firm, bank, fund, broker or risk desk, or a documented personal track record with risk-adjusted results.
- Understanding of how macro releases move markets and affect liquidity and execution.
- Working knowledge of risk management, including position sizing, drawdown and exposure limits, stress testing and VaR.
- Experience working with data in Excel or Google Sheets. Basic Python or SQL is an advantage.
- You communicate directly with quants, engineers and clients.
- You trade with discipline and judge trades by the quality of the decision.
- Good English. Other languages are an advantage.
Nice to have
- Experience with CME products (ES, NQ, GC, CL, ZN).
- Experience on a prop firm risk desk, evaluating or monitoring funded traders.
- Experience with futures platforms and data feeds (Rithmic, CQG, NinjaTrader).
- Progress towards FRM, CFA or CMT.
- Knowledge of market microstructure and order flow analysis.
What we offer
- Compensation based on experience.
- Access to Claude Code and other AI tools.
- Mentoring matched to your experience level.
- Responsibility for your own area of the product.
- Career progression based on performance.
- Training and networking opportunities.
Apply
Send your CV and a short description of how you trade and manage risk around a major release like NFP, and how you would test whether a pre-event signal is reliable. Include a track record or risk report samples if you can share them. You can apply even if you do not meet every requirement.
Apply on thesoloquant.io(opens in new tab)Solo Quant takes applications on its own site, so yours goes straight to its team.