HFT Quantitative Research and Trading

About the role

We are looking for exceptional HFT Quantitative Researchers and Traders to work at the intersection of research, engineering, low-latency execution, creating alpha and monetising our deep-learning alpha alpha across a broad spectrum of markets, products, and asset classes.

What you'll do

• Monetise core alpha through efficient execution strategies across futures and related products
• Expand trading universes - identify and onboard new instruments within existing markets and work closely with BD to identify new opportunities and exchanges
• Develop and refine execution logic - optimise market access, routing, and order placement to minimise slippage and latency impact
• Collaborate closely with researchers, developers, and infrastructure engineers to bring models from research to production
• Design and test short-term signals and execution algorithms to preserve alpha and reduce transaction costs

What you need

• 5–9 yrs of experience
• Research
• Deep learning
• Any graduate

Good to have

• Python
• C++