Skip to content

Lead Quantitative Researcher – HFT Prop-Firm

Our client is an HFT/prop trading house built by mathematical wizards from scratch to 200 individuals for the last 15 years. The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.

We seek a senior researcher with experience in an HFT firm dealing with cash equities, futures, or options.  They are happy to give you full autonomy with a team of junior researchers – Olympiad winners. They are open to outbidding any available offers and remuneration expectations for the right person.


  • 5+ experience in a HFT prop-trading firm.
  • Significant expertise in using non-linear models in HFT strategies.
  • Significant experience in alpha-research, knowledge of building out research pipelines.
  • Proficient in Python. C++ will be an advantage, but not a pre-requisite.
  • No preference toward the asset class, but cash equity experience would be an advantage.
  • Experience in MFT strategies would be an advantage.
  • CQF a bonus.


  • Researching new trading ideas within different asset classes.
  • Feature designing and contribution for the research pipeline.
  • Leading and mentoring team members.

Remuneration Package: total comp from $850k to $1,1mln, with possible P&L split on the book (levels would be discussed).

Location: Amsterdam, Chicago


Apply for this position