HFT Quantitative Researcher

We are a technology-driven trading firm operating across the full stack – from strategy research to low-latency execution infrastructure. The company is scaling rapidly, with a strong emphasis on performance, ownership, and continuous iteration.

We are looking for an HFT Quant Researcher to join our core trading team. You will monitor and analyze live strategy performance, identify areas for improvement, and contribute to latency optimization. This is a hands-on role – you will be reviewing trade logs daily, digging into the details, and proposing data-driven enhancements. The ideal candidate is someone who thinks like a trader, acts like an engineer, and takes ownership of outcomes.

Key Responsibilities

• Monitor live HFT strategy implementation and execution quality on assigned markets; review intraday trade logs and identify deviations, inefficiencies, or anomalies.
• Analyze strategy performance metrics and propose concrete, evidence-based improvements.
• Collaborate closely with the trading team to understand strategy intent and translate observations into actionable optimizations.
• Focus on latency-sensitive aspects of trading — execution paths, timing precision, and system-level performance.
• Contribute to strategy research and evaluation as the team expands into new markets and instruments.

Qualifications

• 1+ years of experience in quantitative trading, HFT strategy development, or a closely related role.
• Solid understanding of HFT mechanics: order book dynamics, execution quality, latency sensitivity, and market microstructure.
• Experience working with latency-sensitive systems at cloudbox level or above.
• Strong programming skills in Python and/or C++; familiarity with trading infrastructure and tooling.