Job

HFT Researcher

All Сurrent Vacancies Data Engineering
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.

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