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.