Head of High Frequency Research (Market Making)- Crypto | Live Trading |-Remote -(EU preferred)[...] in London

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 about rebuilding and upgrading how we think about edge.

The role involves owning and leading 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, and 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

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

• 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, and 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

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