Quantitative Researcher — AI-Driven HFT Firm (Remote)
Our client is an AI-driven quantitative trading firm with access to global markets across multiple asset classes. Founded by veterans of leading high-frequency trading firms with 20+ years of experience, they combine state-of-the-art machine learning with ultra-low latency execution on a greenfield architecture — no legacy constraints.
Researchers work directly with the founding team. No prior finance experience required.
THE OPPORTUNITY
You will develop the predictive models and strategies at the core of their business. Whether your edge comes from market microstructure intuition, statistical modeling, or cutting-edge AI, they are looking for researchers who find patterns others miss. They invest in both GPU-accelerated ML pipelines and purpose-built tools for classical signal research.
WHAT YOU'LL DO
▸ Research and build predictive models using statistical, mathematical, and/or ML methods on massive market datasets
▸ Analyze order book dynamics, microstructure, and trade flow to identify exploitable patterns
▸ Apply advanced techniques where they create edge: deep learning, RL, signal processing, or novel quant approaches
▸ Design rigorous backtesting frameworks and take strategies from research to live trading
▸ Work directly with the founding team to shape research direction and infrastructure
WHAT YOU BRING
▸ MS or PhD in Mathematics, Statistics, Physics, CS, EE — or equivalent demonstrated research experience
▸ Track record of solving hard analytical problems (academia, industry, competitions, or trading) ▸ Strong quantitative toolkit: statistics, time-series, ML/AI, signal processing, or a combination
▸ Solid Python skills; familiarity with NumPy, pandas, PyTorch, JAX, or similar
▸ Self-directed and rigorous — you define the problem, build the tools, and verify your own results
BONUS POINTS
▸ Live trading P&L track record in any market
▸ Deep learning expertise (transformers, sequence models, novel architectures)
▸ Publications or competition results in a quantitative field
▸ Familiarity with market microstructure or order book mechanics
WHY THIS ROLE
Greenfield Architecture — no legacy systems, build what the research demands
Direct Impact — models run in production and translate to live P&L
Fully Remote — optimized for output, not face time
HFT-Grade Infrastructure — GPU-accelerated ML pipelines at your disposal
