We are seeking a highly skilled Quantitative ML Researcher to join our HFT trading team. You’ll be working at the intersection of quantitative research, machine learning, and high -performance software engineering, helping to develop, implement, and optimize trading strategies deployed in global financial markets.
This is a hybrid research -engineering role where you'll collaborate with traders, researchers, and infrastructure engineers to create cutting -edge tools and models that drive our trading decisions.
Requirements
- Design, implement, and optimize statistical and ML -based trading models.
- Develop high -performance, low -latency code in C++,
Python, or Rust.
- Analyze large -scale, high -frequency data to identify predictive signals (alpha).
- Collaborate with research and trading teams to backtest and deploy strategies in live environments.
- Build tools for feature engineering, data normalization, and model evaluation.
- Improve execution algorithms for minimizing slippage, market impact, and latency.
- Contribute to building robust infrastructure for automated model training and deployment.