Quantitative Researcher

We’re looking for an exceptional Quantitative Researcher to join a pioneering international HFT firm at the forefront of trading tech & infra innovation. The company's focus spans across multiple exchanges & platforms worldwide, including both traditional & cryptocurrency markets.

The team provides top-tier access to market data
, distributed in-house infrastructure & a variety of support functions (like Quantitative analytics & strategy implementation engineers) to make sure Quants can be focused on one thing — developing cutting-edge strategies that capitalize on market opportunities with speed & precision.

• Research the global markets to locate anomalies early & convert them into actionable trading strategies.
• Manage & operate automated trading systems that require low-latency responses.
• Oversee execution processes & monitor active positions.
• Fine-tune system parameters in response to changing market conditions.
• Propose new ideas for system automation & overall performance improvements.
• Keep the team updated on market developments & system performance.

• 3+ years experience in algorithmic trading, with proven results in recent years.
• Demonstrated ability to develop & implement your own trading strategies.
• At least 1 year of practical experience using Python in a trading context.
• A track record of thriving in a remote or hybrid work environment, adapting seamlessly to project-based responsibilities.

• Prior experience working with international high-frequency trading firms or hedge funds.
• Recognized performance in quantitative competitions, hackathons, olympiads, or similar contests.

• Exceptional team of professionals to work with & a great company culture to be a part of.
• Run your strategies with the support of the latest infrastructure & custom-built trading tech.
• Flexible setup – work remotely or from modern offices in Dubai, London, or Malta.
• Very competitive compensation package with market-leading
  performance-based bonuses & 40 paid days off per year.