About the Role

We are seeking an exceptional Quantitative Researcher to design, test, and deploy alpha-generating strategies across high-frequency trading environments. In this role, you will analyze microstructure data, build short-horizon predictive models, and collaborate with engineers to implement low-latency strategies on live markets. You will be expected to think rigorously, iterate quickly, and adapt strategies to ever-evolving market conditions.

This is a fully remote position, open to candidates globally. We prioritize results and innovation over location and time zones.

Requirements

Required Skills & Experience

Advanced degree (MSc/PhD) in a quantitative field (Mathematics, Statistics, Physics, CS, Engineering).
Proven experience in high-frequency trading or ultra-low-latency algorithmic research.
Expertise in quantitative modelling, statistical analysis, and predictive analytics.
Deep understanding of market microstructure, order flow, and execution mechanics.
Programming skills in Python (for research and prototyping), plus proficiency in C++.
Experience working with high-volume, high-frequency datasets.
Ability to work independently in a fully remote, fast-paced environment.

Preferred Qualifications

Prior experience in live deployment of HFT or ultra-short horizon trading strategies.
Familiarity with crypto, FX, equities, or futures markets.
Knowledge of latency arbitrage, co-location strategies, or execution algorithms.
Publications, Kaggle rankings, or open-source contributions in relevant fields.

Quantitative Researcher

Anywhere in the world

Remote

Senior

OctoHorizon