Quantitative Researcher
You will use C++ and/or Python to research, develop, and deploy high-frequency trading strategies. You will build alpha signals, improve execution, and analyze market microstructure and order book dynamics as part of a latency-sensitive proprietary trading team.
Free Tailor for ATS: 10/10 runs left
We're Hiring — HFT Quant | Tier-1 Proprietary Trading Firm
We're partnered with a leading global proprietary trading firm hiring HFT Quants to join one of their core high-frequency trading teams. This is an excellent opportunity to join a top-performing, latency-sensitive business with world-class infrastructure, deep capital, and a strong engineering and research culture.
About the Role
As an HFT Quant, you'll be responsible for researching, developing, and refining high-frequency trading strategies. You'll work at the intersection of research, trading, and low-latency engineering — building signals, improving execution, and driving measurable PnL in a highly competitive environment.
The firm is open across asset classes — including equities, ETFs, futures, options, FX, and commodities — depending on your background and interest.
Key Responsibilities
Research, develop, and deploy high-frequency trading strategies
Build and refine alpha signals, execution logic, and risk controls
Work closely with low-latency engineers to optimise model performance in production
Analyse market microstructure, order book dynamics, and execution behaviour
Use large, high-resolution datasets to identify and validate trading opportunities
Take ownership of live strategy performance and contribute directly to PnL
About You
Strong academic background — MSc or PhD in a quantitative discipline (Maths, Physics, CS, Statistics, Engineering, or similar) from a top university
1–7+ years of experience as an HFT Quant, Quant Researcher, or Quant Trader at a prop firm, hedge fund, or market maker (firm open on seniority — junior through senior considered)
Strong programming skills (C++ and/or Python)
Deep understanding of market microstructure and order book dynamics
Comfortable working with very large, high-frequency datasets
Sharp analytical thinking, strong intuition for latency and execution, and strong engineering mindset
Track record of building strategies that have generated live HFT PnL is a strong plus
Highly motivated, collaborative, and thrives in a fast-moving, competitive environment
Location: Multiple offices globally — open to discussion based on candidate location and strategy focus.
Compensation: Highly competitive base + performance-driven bonus structure, among the best in the industry.