about the company.
this organization is a rapidly scaling, technology-driven proprietary trading firm with a growing global footprint. Known for its agility and substantial capital backing, the firm operates at the intersection of advanced mathematics, computer science, and financial markets. Unlike legacy institutions, they prioritize a lean, bureaucratic-free environment that empowers traders to deploy strategies quickly. They have invested heavily in cutting-edge infrastructure, ensuring their execution speeds remain competitive with the world’s top market makers.
about the team.you will be joining an elite, meritocratic division comprised of distinguished mathematicians, computer scientists, and traders hailing from Tier-1 HFT shops and hedge funds. The culture is intensely collaborative yet deeply focused on individual accountability and performance. This is a flat structure where the feedback loop between research, development, and execution is nearly instantaneous. The team values intellectual rigour and innovation, providing extensive support from a dedicated team of core developers and quantitative researchers to optimize your trading desk's performance.
... about the job.
Strategy Ownership: Design, back-test, and deploy high-Sharpe, low-latency trading strategies across liquid asset classes (Equities, Futures, FX, or Crypto).
Desk Management: Operate with full P&L ownership, scaling your own trading desk with significant capital allocation and autonomy.
Execution Optimization: Collaborate with core engineering teams to refine execution algorithms and reduce latency to microsecond levels to capture value in fragmented markets.
Full Lifecycle Control: Oversee the entire trading process, from rigorous signal generation and data analysis to real-time risk management and post-trade evaluation.
skills & experiences required.
Proven Track Record: A verifiable history of generating high ROI with a Sharpe Ratio > 2.0 in a high-frequency or medium-frequency capacity.
Top-Tier Background: Prior experience working at a leading HFT firm, quantitative hedge fund, or proprietary trading desk (e.g., Jane Street, Citadel, Jump, HRT).
Technical Proficiency: Strong programming skills in C++ and Python, with a deep understanding of low-latency architecture and market microstructure.
Strategic Expertise: Deep knowledge of statistical arbitrage, market making, or directional strategies within liquid markets.
Education: Advanced degree (Ph.D. or M.Sc.) in a quantitative discipline such as Mathematics, Physics, Statistics, or Computer Science is preferred.