Head of High Frequency Research Market Making- Crypto Live Trading -Remote -EU preferred

The context

We are a small, high-performance trading firm operating market-making strategies in crypto markets (primarily Binance).

We are currently in a transition phase: scaling the business, expanding strategy coverage, and rethinking how we approach systematic trading at a deeper level.

This is not about maintaining what exists.

This is about rebuilding and upgrading how we think about edge.

The role

We are looking for a Head of High Frequency Research to own and lead the evolution of our market-making and short-horizon trading strategies.

You will sit at the core of trading performance and be responsible for both:

• improving and validating existing strategies
• designing and deploying new sources of edge

You will act as the firm’s external upgrade in trading intuition , bringing experience from more advanced market-making / HFT environments.

This is a live trading role with direct PnL impact , not a research sandbox.

What you will do

Lead research across market making and short-term trading strategies

Reassess and validate existing live strategies (what works, what doesn’t, why)

Identify structural weaknesses in the current trading approach

Design new microstructure-driven strategies from first principles

Extract signal from:

• order book dynamics
• trade flow and execution behaviour
• short-term price formation

Work closely with engineers to move ideas into production quickly

Analyse live trading performance and iterate in real time

Build a clear understanding of why strategies make money — and when they stop working .

Strategic leadership responsibilities

This role goes beyond research execution.

You will be expected to:

• Define what “good performance” actually means in PnL terms
• Improve how strategies are measured and evaluated
• Help design proper attribution of trading performance
• Identify gaps in current thinking vs best practice in the industry
• Bring an external perspective from other HFT / market-making environments

You are not just building strategies — you are improving how the firm thinks about trading itself.

What we are looking for

We are open on the asset class.

Strong candidates may come from:

• crypto market making / HFT
• equities/futures / options market making
• proprietary trading firms
• systematic short-horizon trading desks

What matters is not the market, but microstructure intuition and live trading experience.

Core requirements

You should have:

• 7+ years of experience in HFT / market making / systematic trading
• Proven exposure to live trading environments (not just research/back testing)
• Deep understanding of:
• order book mechanics
• execution quality, slippage, adverse selection
• short-horizon alpha generation
• Strong Python or equivalent data capability
• Ability to independently analyse large, noisy datasets
• Comfort working in environments without perfect data or infrastructure

Strong signals of success

We are particularly interested in candidates who:

• Have designed or improved strategies that traded live
• Think naturally in terms of:
• edge decay
• latency sensitivity
• inventory vs spread trade-offs
• Can clearly explain:
• why a strategy makes money
• when it stops working
• how market regime affects performance
• Have strong intuition for when data is misleading

Apply:-

Please send a PDF CV to mailto: