Continuous regime awareness
Agents track macro releases, central-bank signals, rates curves, volatility surfaces, liquidity conditions, alternative datasets, and market narratives so the trading desk begins with a cleaner map of the current regime.
AI-native quantitative trading firm
Sirocco brings together researchers, engineers, and traders to design and deploy systematic strategies across global markets, uniting deep market expertise with machine learning, advanced quantitative research, and disciplined risk management.
Company overview
Sirocco is a quantitative trading firm focused on macro and options strategies across equities, foreign exchange, commodities, and interest-rate products traded on global exchanges.
The firm is powered by scientific rigor, curiosity, and innovation. Its edge is designed around a tight loop: structured research, machine-assisted hypothesis generation, disciplined implementation, and real-time risk feedback.
AI-native workflow
The operating model is designed to increase research throughput, surface actionable insights from vast datasets, and preserve trader accountability where it matters most.
Agents track macro releases, central-bank signals, rates curves, volatility surfaces, liquidity conditions, alternative datasets, and market narratives so the trading desk begins with a cleaner map of the current regime.
Candidate trades are translated into options structures, futures expressions, relative-value ideas, and scenario trees with explicit catalysts, invalidation levels, and expected convexity.
Execution plans define timing, liquidity windows, order intent, stop logic, and post-entry checks before risk is deployed.
Risk systems monitor exposures, Greeks, margin sensitivity, scenario losses, drawdown limits, and event calendars, feeding back into sizing and portfolio construction.
Strategy focus
Sirocco is focused on building repeatable playbooks where macro insight, quantitative validation, machine learning, and derivatives structuring reinforce each other.
Directional and relative-value expressions across equity indices, currency pairs, commodities, and rates, with emphasis on policy regimes, inflation dynamics, liquidity, and positioning.
Structures designed around skew, term structure, event pricing, realized-versus-implied volatility, and asymmetric payoff design.
Signals are evaluated across equities, FX, commodities, and interest-rate products to avoid single-market tunnel vision.
Proprietary tools are built to connect data ingestion, quantitative research, hypothesis testing, execution checklists, risk dashboards, and trade journaling into one operating loop.
Risk discipline
Positions are evaluated against adverse shocks, volatility repricing, liquidity gaps, and macro-event windows.
Greeks, path dependency, decay, skew, and margin behavior are monitored as active portfolio variables.
Post-trade reviews connect thesis quality, execution behavior, and risk outcomes back into the research process.
Careers
Sirocco is interested in exceptional engineers, quants, traders, and strategists who want to work on hard problems across global liquid markets. Our work spans quantitative research, trading systems, execution infrastructure, options and macro strategies, machine learning, and real-time risk management.
We are always looking for talented graduates and interns with strong analytical ability, technical curiosity, and a deep interest in markets. We value intellectual curiosity, technical depth, independent thinking, and strong ownership.
If you are excited by financial markets, rigorous research, and building systems that translate ideas into live trading decisions, we would like to hear from you.
Contact talent@siroccotrading.comContact
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