Head of Frequency Research; Market Making- Crypto | Trading |-Remote -(EU

We are a small, high-performance trading firm operating market‑making strategies in crypto markets (primarily Binance). We are currently in a transition phase: scaling the business, expanding strategy coverage, and rethinking how we approach systematic trading at a deeper level. This is about rebuilding and upgrading how we think about edge.

We are looking for a Head of High Frequency Research to own and lead the evolution of our market‑making and short‑horizon trading strategies.

You will sit at the core of trading performance and be responsible for both:

• improving and validating existing strategies
• designing and deploying new sources of edge

You will act as the firm’s external upgrade in trading intuition, bringing experience from more advanced market‑making/HFT environments. This is a live trading role with direct PnL impact, not a research sandbox.

• Lead research across market making and short‑term trading strategies
• Reassess and validate existing live strategies (what works, what doesn’t, why)
• Identify structural weaknesses in the current trading approach
• Design new microstructure‑driven strategies from first principles
• Extract signal from:
  • order book dynamics
  • trade flow and execution behaviour
  • short‑term price formation
• Work closely with engineers to move ideas into production quickly
• Analyse live trading performance and iterate in real time
• Build a clear understanding of why strategies make money — and when they stop working.

This role goes beyond research execution.

You will be expected to:

• Define what “good performance” actually means in PnL terms
• Improve how strategies are measured and evaluated
• Help design proper attribution of trading performance
• Identify gaps in current thinking vs best practice in the industry
• Bring an external perspective from other HFT / market‑making environments

We are open on the asset class. Strong candidates may come from:

• crypto market making / HFT
• equities/futures / options market making
• proprietary trading firms
• systematic short‑horizon trading desks

What matters is not the market, but microstructure intuition and live trading experience.

• 7+ years of experience in HFT / market making / systematic trading
• Proven exposure to live trading environments (not just research/back testing)
• Deep understanding of:
  • order book mechanics
  • execution quality, slippage, adverse selection
  • short‑horizon alpha generation
• Strong Python or equivalent data capability
• Ability to independently analyse large, noisy datasets
• Comfort working in environments without perfect data or infrastructure

• Have designed or improved strategies that traded live
• Think naturally in terms of:
  • edge decay
  • latency sensitivity
  • inventory vs spread trade‑offs
• Can clearly explain:
  • why a strategy makes money
  • when it stops working
  • how market regime affects performance
  • when data is misleading