My client are a collaborative, research-driven proprietary trading firm specializing in high-frequency and latency-sensitive strategies across cash equities and futures markets. They combine cutting-edge technology, rigorous quantitative research, and deep market expertise to compete at the forefront of global electronic markets.
At the firm, quantitative researchers and traders own their strategies end-to-end. They prioritize autonomy, meaningful responsibility, and transparency across teams. You will work closely with engineers and traders while maintaining full control of your research and trading pipeline.
Role Overview
They are seeking an experienced Quantitative Trader to develop, optimize, and execute high-performance trading strategies. You will be responsible for managing the complete strategy lifecycle, from data ingestion and signal discovery to implementation, backtesting, and real-time deployment.
This is a hands-on role for someone who thrives in a fast-paced environment, values collaborative exchange, and enjoys solving complex market problems.
Responsibilities
- Research, design, and implement high-frequency and low-latency trading strategies.
- Data collection & feature engineering.
- Alpha signal generation and evaluation.
- Strategy modeling, backtesting, and performance optimization.
- Production deployment and monitoring.
- Analyze market microstructure, identify new trading opportunities, and refine existing models.
- Collaborate with developers to enhance tooling, infrastructure, latency performance, and stability.
- Continuously monitor live strategies and respond to evolving market conditions.
Required Qualifications
- 4+ years of hands-on experience in HFT strategy development and production trading at a proprietary trading firm, hedge fund, or market-making firm.
- Demonstrated success in deploying profitable high-frequency or latency-sensitive strategies.
- Strong programming skills in C++ (preferred) or Python / Java.
- Deep understanding of market microstructure, exchange protocols, and execution optimization.
- Proven ability to conduct independent quantitative research and convert ideas into live trading systems.
Preferred Attributes
- Experience working directly with low-latency infrastructure.
- Knowledge of statistical modeling, time-series analysis, or machine learning techniques as applied to high-frequency data.
- Ability to communicate clearly and collaborate effectively across trading and engineering teams.
- Self-driven, intellectually curious, and comfortable owning outcomes.
What They Offer
- Competitive compensation structure with performance-based upside.
- End-to-end ownership of strategy research and execution.
- A highly collaborative culture with no bureaucracy.
- Direct access to world-class technical and data resources.
- Opportunity to make a measurable impact on trading performance from day one.
- They will wait out lengthy non-competes and can offer compensation guarantees and sign-on bonuses.
