We are a proprietary trading firm specializing in HFT/MFT strategies, seeking a Quantitative Researcher skilled in Python, C++, AI (ML, & RL) to build and deploy alpha-generating models. This role offers significant autonomy, direct impact on PnL, and access to world-class data and infrastructure. Responsibilities Research and prototype strategies using ML/RL and statistical methods on tick-level data. Design features, build robust backtests, and translate research into production-ready Python/C++ code . Collaborate with traders and engineers to ensure efficient deployment and execution. Continuously improve models, monitor performance, and refine signals. What we are looking for Strong Python, C++, and Linux skills. Hands-on experience in ML/RL, time-series modelling, and data science . Ability to take research from hypothesis → backtest → live deployment. Understanding of market microstructure . Entrepreneurial mindset, driven to find real-world edge.
We are a proprietary trading firm specializing in HFT/MFT strategies, seeking a Quantitative Researcher skilled in Python, C++, AI (ML, & RL) to build and deploy alpha-generating models. This role offers significant autonomy, direct impact on PnL, and access to world-class data and infrastructure. Responsibilities Research and prototype strategies using ML/RL and statistical methods on tick-level data. Design features, build robust backtests, and translate research into production-ready Python/C++ code . Collaborate with traders and engineers to ensure efficient deployment and execution. Continuously improve models, monitor performance, and refine signals. What we are looking for Strong Python, C++, and Linux skills. Hands-on experience in ML/RL, time-series modelling, and data science . Ability to take research from hypothesis → backtest → live deployment. Understanding of market microstructure . Entrepreneurial mindset, driven to find real-world edge.