Responsibilities
- Research, develop, and optimize high-frequency trading strategies across derivatives markets
- Analyze large-scale market and tick-level datasets to identify trading opportunities
- Improve execution quality, signal generation, and strategy performance
- Collaborate with researchers, traders, and technologists to bring ideas into production
- Monitor live strategies and continuously refine performance in changing market conditions
- Contribute new ideas and take ownership over strategy development from concept to deployment
Requirements
- Strong experience in HFT trading and/or quantitative research within derivatives markets
- Deep understanding of market microstructure and electronic trading environments
- Strong quantitative background in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field
- Excellent programming skills (Python and/or C++)
- Experience working with large datasets and building systematic strategies
- Entrepreneurial mindset with the ability to work independently and generate ideas
Why This Opportunity?
- Significant autonomy and ownership over your work
- Join a highly regarded and deeply respected team within the industry
- Work in a collaborative, high-performance environment where strong ideas are acted upon quickly
- Opportunity to have direct impact and influence on trading outcomes
- Competitive compensation with strong upside potential
This role is ideal for someone looking to combine the pace and sophistication of high-frequency trading with the freedom to make a real impact.