HFT Recearcher

We are looking for a Middle+/Senior HFT Researcher to join an ambitious research-driven AI & quant trading environment working on problems that have not yet been solved in the industry.

About the company

This is a closed research laboratory at the intersection of foundational AI and quantitative finance, developing a unified foundation model that simultaneously understands language and numerical time series.

The goal is not incremental ML improvements, but the creation of systems that integrate text, data, context, and dynamics into a single decision-making framework.

The scientific agenda is led by a Chief Scientific Officer with a strong academic background (Université de Montréal, Mila, former IBM Research), with publications at top-tier venues such as NeurIPS.

Historically, the organization operated as a tightly integrated AI research lab combined with an internal hedge fund, focused on fundamental modeling, time-series forecasting, and scientific exploration.

Today, the company is launching a new high-frequency trading initiative from scratch:

- no legacy systems

- no inherited infrastructure

- no off-the-shelf solutions

The mission is to close the loop between deep AI research and microsecond-level market execution by building a full hypothesis → model → backtest → execution pipeline.

Key differentiators

- Closed ecosystem – all IP remains internal, reinforcing long-term edge

- Access to cutting-edge hardware – experimentation with emerging computing architectures

0 Long-term funding – backed by a majority investor with a decade-scale horizon and a portfolio across AGI and biotech

- Horizontal culture – researchers, engineers, and traders operate in a unified cycle without silos

This environment is designed for people who want to see research move directly into real trading systems.

Responsibilities

- Research and prototyping of short-horizon trading strategies on liquid markets

- Analysis of high-frequency market data, feature engineering, market microstructure research

- Development and evaluation of models (statistics, time series, ML where measurable value exists)

- Realistic backtesting with execution costs and latency constraints
- Data pipeline work: collection, cleaning, transformation

- Collaboration with engineering teams to bring strategies to production (no direct deployment required)

Required Skills & Experience

- Commercial HFT experience is a strong plus
- Also open to strong academic profiles or personal projects in market microstructure / quant finance
- Solid ML skills applied to high-frequency data
- Understanding of exchange mechanics and market microstructure
- Strong foundation in statistics, probability, and optimization
- Confident Python programming and attention to performance
- English B2+

What’s offered

- Compensation: 120,000 – 170,000 EUR gross annually, depending on technical level

- Locations: Montreal, Netherlands, Serbia, Cyprus, Dubai, or remote (EU timezone, B2B)

- Relocation support for the Netherlands

- Early access to a non-standard computing architecture (alternative to NVIDIA GPUs)

- Research-driven environment with real industrial application
- Small, agile team with fast decision-making and minimal bureaucracy