Our firm is a well established hedge fund now breaking into HFT trading. We seek a quantitative researcher to join our low latency trading team. This team focuses on researching and developing low latency trading models within the liquid futures market using machine learning techniques. This role involves researching and implementing automated signals/strategies. Our focus is both short and medium term trading. Ideal candidates will have a minimum of 2 years of relevant research experience.

• At least 2 years of experience working on similar systems
• An advanced quantitative degree from a competitive institution
• Probabilities, statistics, and optimization - expert
• Experience working with large datasets
• Tick-level data
• Expert programming skills
• Proficiency with at least one high-level language (Python, R, Rust)
• Proficiency with at least one low-level language (C, C )