Senior HFT Engineer

Job Title
Senior HFT Quant Researcher
About Us
Our team is active across multiple global exchanges, providing consistent liquidity across a wide range of digital asset markets and trading pairs.
Through disciplined execution, close collaboration, and continuous improvement, we constantly refine our trading efficiency and contribute to deeper, more efficient markets.
We believe great teams are not built by chance, but through collaboration, shared values, and long-term commitment.
Our Vision
To become the most trusted liquidity partner driving the development of global trading markets.
Role Overview
We are looking for a Senior HFT Quant Researcher to lead research into high-frequency trading signals and strategies.
You will focus on Alpha research, model development, market microstructure analysis, and high-frequency market-making strategies, working closely with traders and engineers to translate research into executable live trading strategies.
Key Responsibilities
Analyse market microstructure data to identify high-frequency predictive signals, short-term Alpha, and recurring market behaviour patterns
Research and develop high-frequency market-making, arbitrage, and short-horizon trading strategies
Build and optimise quoting, pricing, hedging, and inventory management models
Develop live risk monitoring, inventory control, and strategy alerting mechanisms
Conduct in-depth research into market microstructure, order book dynamics, order flow, and liquidity behaviour
Drive strategies from research and backtesting into live production, and continuously improve them through live performance attribution
Analyse strategy performance across factors such as Alpha decay, transaction costs, slippage, fill rates, inventory exposure, and execution quality
Work closely with traders and engineering teams to continuously improve strategy performance, execution efficiency, and system robustness
What We're Looking For
Deep understanding of market microstructure modelling and market-making strategies
5+ years of HFT-related experience; candidates with predominantly Crypto HFT experience may be considered with 3+ years of relevant experience
At least 1 year of independent ownership of live trading strategies
Proven hands-on experience in Crypto HFT, market making, arbitrage, or short-horizon trading
Practical experience trading on major cryptocurrency exchanges such as Binance, OKX, Bybit, or comparable venues
Master's or PhD degree in Mathematics, Physics, Computer Science, or other quantitative disciplines preferred
Strong proficiency in Python and C++, with experience processing large-scale market microstructure datasets and building high-performance research or trading systems
Strong understanding of strategy backtesting, risk management, performance attribution, and strategy optimisation
Experience applying statistical modelling and machine learning to quantitative trading research
Strong understanding of limit order books, order flow, exchange matching mechanisms, and high-frequency trading dynamics
Experience with exchange-specific execution logic and low-latency optimisation is highly preferred
Why Join Us
Work directly on high-frequency trading and quantitative research in live markets
See research ideas move quickly from analysis and modelling into live trading
Collaborate closely with traders, quantitative researchers, and engineers
Work with large-scale real-world market data and continuously test ideas against live market behaviour
Deepen your expertise in HFT, market microstructure, and systematic trading research

Our Principles
Win as a Team
We collaborate openly, empower one another, and succeed together.
Speak with Data
We make decisions based on data, evidence, and facts.
Improve Every Day
We move quickly, keep learning, and continuously improve through iteration.

Work arrangement
Yes