HFT Quantitative Research and Trading
Core
Monetizing deep-learning alpha through efficient execution strategies across futures and related products.
Role type
Senior HFT Quantitative Researcher and Trader
Builds
Low-latency execution systems and trading strategies for global futures markets
Domain
Financial markets (HFT/Futures) + Machine Learning
Deliverable
production ML models
Required skills
HFT execution strategy design, market microstructure analysis, order book dynamics, Python, C++, distributed systems, risk controls, post-trade analytics
Preferred skills
Options trading experience, cross-exchange arbitrage, market making, execution cost optimization
Technologies
Python, C++, L3 data, low-latency systems
Responsibilities
Monetize core alpha via efficient execution strategies, expand trading universes by onboarding new instruments, develop and refine execution logic to minimize slippage, collaborate to bring models from research to production, design and test short-term signals and execution algorithms, monitor live strategies and implement improvements, conduct PnL attribution and microstructure analysis
Seniority
Senior, hands-on IC