High-Frequency Execution Trader - Geneva or Dublin
A leading trading firm is looking to hire a High-Frequency Execution Trader to optimize trading execution across U.S. and European markets, with planned expansion into Asia. This role is ideal for an experienced professional with a strong background in high-frequency trading (HFT) and statistical arbitrage, offering the opportunity to work at the cutting edge of execution strategy development in a fast-paced, collaborative environment. It's a new hedgefund launch with the chance to work on Greenfield projects and with exceptional individuals with very strong track records prior at Tier 1 competitors.
Key Responsibilities:
- Algorithm Development - Design and optimize ultra-low latency trading algorithms for execution efficiency and profitability.
- Execution Optimization - Enhance order placement, execution speed, and fill rates across intraday strategies.
- Data-Driven Strategy Refinement - Utilize real-time data and advanced metrics to refine execution strategies and improve algorithm performance.
- Tool Development & Automation - Work closely with developers to enhance automated trading tools, alert systems, and execution analytics.
Key Qualifications:
- Education: PhD in Mathematics, Physics, Statistics, or a related STEM field, or Master's degree with relevant experience.
- Experience: 3+ years in high-frequency trading, execution optimization, or statistical arbitrage at a hedge fund, prop trading firm, or quant research team.
- Technical Skills:
- Strong C++ proficiency for low-latency, multi-threaded trading environments.
- Advanced Python skills for data analytics.
- Experience with Linux/Unix, FIX protocol, and electronic trading APIs.
- Quantitative & Analytical Expertise: Deep understanding of market microstructure and execution strategies.
- Adaptability & Problem-Solving: Ability to operate effectively in a high-pressure, fast-moving environment.
If you have a strong background in HFT execution and are looking for a high-impact role, apply now
