HWTS Global
Director | Quantitative Recruitment Expert | Connecting Hedge Funds & Prop Trading Firms with High-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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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
#J-18808-Ljbffr