We're looking for a Middle+/Senior HFT Researcher to join an ambitious AI startup tackling a problem no one has solved yet.
This is a closed research laboratory at the intersection of foundational AI and quantitative finance. Its mission is to build a unified foundation model capable of simultaneously understanding language and time series – treating text and numerical data as parts of a single coherent reality.
Originally developed as an integrated AI research lab with an internal hedge fund, the organization is now launching a high-frequency trading initiative built entirely from scratch – without legacy systems or off-the-shelf components. The goal is to close the loop from research hypothesis to microsecond-scale execution through an end-to-end AI-driven pipeline.
This is a closed research laboratory at the intersection of foundational AI and quantitative finance. Its mission is to build a unified foundation model capable of simultaneously understanding language and time series – treating text and numerical data as parts of a single coherent reality.
Originally developed as an integrated AI research lab with an internal hedge fund, the organization is now launching a high-frequency trading initiative built entirely from scratch – without legacy systems or off-the-shelf components. The goal is to close the loop from research hypothesis to microsecond-scale execution through an end-to-end AI-driven pipeline.
Responsibilities:
- Research and prototyping of short-horizon trading strategies on liquid markets
- Working with high-frequency market data: feature engineering, market microstructure analysis
- Development and evaluation of models (statistics, time series, ML where measurable value is present)
- Backtesting accounting for real-world costs and constraints
- Data preparation: from collection to transformation
- Collaboration with engineers to deploy strategies to production (the researcher does not perform deployment directly)
Required Skills & Experience:
- Ideal: commercial experience in HFT, especially at leading trading firms
- Also considered: relevant personal projects, academic research focused on market microstructure or quantitative finance
- Strong machine learning skills with practical application to high-frequency data
- Understanding of market microstructure and exchange mechanics
- Solid foundation in statistics, probability theory, and optimization
- Confident Python programming skills, experience with ML frameworks, attention to code efficiency
- English proficiency required, B2+
What’s in it for you?
- Competitive salary: 120 000 – 170 000 gross EUR annually depending on technical grade
- Location: Montreal (Canada), the Netherlands, Serbia, Cyprus, and Dubai. Official employment. OR remote work under a B2B contract from the European time zone
- Relocation support – available for the Netherlands
- Access to an exclusive computing architecture (an alternative to NVIDIA GPUs), for which the team will have early access
- Involvement in a research-driven project with industrial applications, rather than a standard production environment.
- Work within a young, agile team with no bureaucracy, where decisions are made quickly and efficiently.
Send your CV on Telegram @sobolevavalery