Senior HFT Quant Researcher

About the role

We are looking for a Senior HFT Quant Researcher to lead research into high‑frequency trading signals and strategies, focusing on alpha research, model development, market microstructure analysis, and high‑frequency market‑making.

Key responsibilities

• Analyse market microstructure data to identify predictive signals, short‑term alpha and recurring patterns.
• Research and develop high‑frequency market‑making, arbitrage and short‑horizon trading strategies.
• Build and optimise quoting, pricing, hedging and inventory management models.
• Develop live risk monitoring, inventory control and strategy alerting mechanisms.
• Drive strategies from research and back‑testing into live production and continuously improve performance.

Required profile

• 5+ years of HFT‑related experience (3+ years acceptable for crypto‑focused candidates).
• At least 1 year of independent ownership of live trading strategies.
• Hands‑on experience in crypto HFT, market making, arbitrage or short‑horizon trading.
• Master’s or PhD in Mathematics, Physics, Computer Science or related quantitative discipline (preferred).

Required skills

• Strong proficiency in Python and C++.
• Experience processing large‑scale market microstructure datasets.
• Knowledge of limit order books, order flow, exchange matching mechanisms and high‑frequency dynamics.
• Experience with strategy back‑testing, risk management, performance attribution and optimisation.
• Application of statistical modelling and machine learning to quantitative trading research.

What we offer

• Work directly on high‑frequency trading and quantitative research in live markets.
• See research ideas move quickly from analysis to live trading.
• Collaborate closely with traders, researchers and engineers.
• Access to large‑scale real‑world market data and live market testing.