HFT Quantitative Researcher (HFT)

TL;DR

HFT Quantitative Researcher (Trading): Monitoring and analyzing live strategy performance and optimizing low-latency execution with an accent on market microstructure and trade log analysis. Focus on identifying execution inefficiencies, improving strategy metrics, and optimizing system-level performance.

Location: Worldwide Remote

Salary: $3,000 — $5,000 / month net

Company

A technology-driven trading firm operating across the full stack from strategy research to low-latency execution infrastructure.

What you will do

• Monitor live HFT strategy implementation and execution quality on assigned markets.
• Analyze intraday trade logs to identify deviations, inefficiencies, or anomalies.
• Propose evidence-based improvements based on strategy performance metrics.
• Optimize latency-sensitive aspects of trading, including execution paths and timing precision.
• Collaborate with the trading team to translate observations into actionable optimizations.
• Contribute to strategy research and evaluation for new markets and instruments.

Requirements

• 1+ years of experience in quantitative trading or HFT strategy development.
• Solid understanding of order book dynamics, execution quality, and market microstructure.
• Experience working with latency-sensitive systems at cloudbox level or above.
• Strong programming skills in Python and/or C++.
• Familiarity with trading infrastructure and tooling.