Quantitative Trader - HFT

Execute high-frequency trading strategies with ultra-low latency across derivatives and cash markets. Develop and refine algorithms using market microstructure data while monitoring and responding to rapid market movements. Collaborate on infrastructure and latency optimization alongside researchers and developers, then conduct post-trade analysis for continuous improvement. Adapt swiftly to changing market conditions with a focus on speed and innovation. This role requires 2+ years of experience in high-frequency trading, strong quantitative skills, and proficiency in C++ or Python.