HWTS Global
Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms withHigh-Calibre Quant Talent | Speed to Market & Quality…
HFT Quant Traders – London | Amsterdam | Singapore | New York | Chicago
Our client are expanding their global presence and seeking exceptional HFT Quant Traders to join a growing proprietary trading firm operating across Equities, Crypto, Fixed Income, and Futures.
You’ll work alongside world-class researchers and engineers to design, develop, and deploy high-frequency, machine learning-driven strategies in some of the most competitive markets globally.
Key Responsibilities:
Research, design, and implement HFT strategies across global markets Develop alpha models and execution logic using advanced ML frameworks Optimize latency, infrastructure, and trading performance end-to-end Manage risk and capital allocation autonomously within firm parameters Collaborate with global teams to refine data pipelines and signal generation
Requirements:
Proven success running or contributing to profitable HFT or ultra-low-latency strategies Strong knowledge of market microstructure in one or more asset classes Proficiency in Python and/or C++ for research and production Solid understanding of Machine Learning (Deep Learning, RL, or statistical models) Minimum Master’s degree in a quantitative field (PhD preferred) Entrepreneurial mindset and ability to thrive in a fast-paced environment
Locations: London | Amsterdam | Singapore | New York
Compensation: Highly competitive, performance-linked
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance Industries: Financial Services, Investment Management, and Capital Markets
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Our client are expanding their global presence and seeking exceptional HFT Quant Traders to join a growing proprietary trading firm operating across Equities, Crypto, Fixed Income, and Futures.
You’ll work alongside world-class researchers and engineers to design, develop, and deploy high-frequency, machine learning-driven strategies in some of the most competitive markets globally.
Key Responsibilities:
Research, design, and implement HFT strategies across global markets Develop alpha models and execution logic using advanced ML frameworks Optimize latency, infrastructure, and trading performance end-to-end Manage risk and capital allocation autonomously within firm parameters Collaborate with global teams to refine data pipelines and signal generation
Requirements:
Proven success running or contributing to profitable HFT or ultra-low-latency strategies Strong knowledge of market microstructure in one or more asset classes Proficiency in Python and/or C++ for research and production Solid understanding of Machine Learning (Deep Learning, RL, or statistical models) Minimum Master’s degree in a quantitative field (PhD preferred) Entrepreneurial mindset and ability to thrive in a fast-paced environment
Locations: London | Amsterdam | Singapore | New York
Compensation: Highly competitive, performance-linked
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance Industries: Financial Services, Investment Management, and Capital Markets
#J-18808-Ljbffr