AI-native quantitative trading firm

At the forefront of AI and quantitative trading.

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

Built for liquid, global, event-driven opportunity sets.

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

Agents in the workflow, judgment at the center.

The operating model is designed to increase research throughput, surface actionable insights from vast datasets, and preserve trader accountability where it matters most.

Research

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.

Ideation

From market views to trade structures

Candidate trades are translated into options structures, futures expressions, relative-value ideas, and scenario trees with explicit catalysts, invalidation levels, and expected convexity.

Execution

Rules before orders

Execution plans define timing, liquidity windows, order intent, stop logic, and post-entry checks before risk is deployed.

Risk management

Pre-trade and live feedback

Risk systems monitor exposures, Greeks, margin sensitivity, scenario losses, drawdown limits, and event calendars, feeding back into sizing and portfolio construction.

Strategy focus

Macro views expressed through options-aware implementation.

Sirocco is focused on building repeatable playbooks where macro insight, quantitative validation, machine learning, and derivatives structuring reinforce each other.

Macro

Global macro across liquid futures and FX

Directional and relative-value expressions across equity indices, currency pairs, commodities, and rates, with emphasis on policy regimes, inflation dynamics, liquidity, and positioning.

Options

Volatility and convexity

Structures designed around skew, term structure, event pricing, realized-versus-implied volatility, and asymmetric payoff design.

Cross-asset

Multi-market signal synthesis

Signals are evaluated across equities, FX, commodities, and interest-rate products to avoid single-market tunnel vision.

Infrastructure

Research-to-risk infrastructure

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

Capital preservation is treated as a system design problem.

Scenario-first sizing

Positions are evaluated against adverse shocks, volatility repricing, liquidity gaps, and macro-event windows.

Options-aware exposure

Greeks, path dependency, decay, skew, and margin behavior are monitored as active portfolio variables.

Closed-loop learning

Post-trade reviews connect thesis quality, execution behavior, and risk outcomes back into the research process.

Careers

Build at the intersection of markets, technology, and systematic research.

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.com

Contact

For counterparties, vendors, talent, and strategic conversations.

Use the form to introduce yourself for conversations related to counterparties, data and infrastructure partnerships, engineering, research, or trading talent.

Quantitative trading AI-native research and risk systems