Job Title: Senior Quantitative Researcher (HFT & ML)

Location: Europe or Remote

About the Role: We are seeking a highly skilled Senior Quantitative Researcher with expertise in high-frequency trading (HFT) and machine learning (ML) to develop and implement advanced trading strategies. The ideal candidate will have extensive experience in statistical arbitrage, ML-driven alpha discovery, and full trading pipeline development. This is a hands-on research role that requires deep quantitative expertise and the ability to deploy strategies in a fast-paced trading environment.

Key Responsibilities:

• Develop and deploy ML-driven statistical arbitrage strategies for equities & index futures (preferred) across CME, China (including Hong Kong), and Brazil (preferred but open to other markets).
• Research and explore new trading opportunities by analyzing vast amounts of market data.
• Design and implement ML models to extract alpha from raw features, not just optimize existing strong features.
• Work with non-linear models and neural networks to enhance predictive capabilities.
• Build and optimize ML pipelines across multiple exchanges, separately and together.
• Develop trading strategies with 30s-1h holding periods, leveraging quantitative techniques and algorithmic execution.
• Optimize execution algorithms for improved trade performance and efficiency.
• Work on end-to-end pipeline development, from data sampling and feature engineering to deploying live strategies.
• Continuously optimize and enhance existing models to improve performance and adaptability.
• Collaborate with internal teams, including traders, engineers, and researchers.
• Provide mentorship and guidance to junior researchers; leadership experience is a plus but not required.

Key Requirements:

• 5+ years of experience in HFT firms, with a proven track record of developing profitable strategies.
• Expertise in using ML models for HFT, including deep learning, non-linear models, and feature engineering for alpha discovery.
• Experience in building and implementing ML pipelines across multiple exchanges.
• Strong background in statistical arbitrage, particularly in profiting from multi-instrument price discrepancies.
• Deep knowledge of market microstructure and execution dynamics.
• Familiarity with multiple global markets, with a focus on CME, China (including Hong Kong), and Brazil.
• Understanding of and experience with high-turnover trading strategies.
• Strong programming skills, preferably in Python, with experience in backtesting and production deployment.
• Willingness to deepen expertise in HFT and expand strategies across multiple exchanges.
• Ability to work with colleagues from diverse backgrounds and continuously learn.

Bonus:

• Experience in mentoring, people management, or leading interns/team members.
• Experience in working across tens of exchanges and managing high-throughput data environments.