Algorithm Engineer

A world-leading Algorithmic Trading firm specializing in High-Frequency Trading (HFT).

The company leverages supercomputing power and sophisticated mathematical models based on

Deep Learning to execute high-frequency market transactions. Recognized as a top performer in the global fintech arena, the firm is highly profitable and comprised of elite researchers and experts. The environment is academically rigorous and highly competitive, offering premier industry conditions.

The company provides a highly flexible private shuttle network and transportation solutions to its offices in the Central District, and operates a hybrid work model (one day per week from home).

Role Overview:

• Joining an elite research team to develop and implement Machine Learning and Deep Learning models for large-scale financial datasets.
• Conducting advanced research involving probability, complex statistics, and predictive modeling.
• Working with a high-performance tech stack including C++, Python, and R.
• Performing Applied Research to identify market patterns and optimize trading algorithms in a low-latency environment.
• Collaborating with world-class researchers to drive million-dollar impact through algorithmic innovation.

Requirements:

• B.Sc. in Computer Science, Physics, Electrical Engineering, or Mathematics – Mandatory.
• Academic Excellence: Minimum GPA of 91+ from a leading university – Mandatory.
• Research Experience: At least 1 year of professional research experience (within industry or elite military technological units) – Mandatory.
• Coding Proficiency: Strong hands-on programming skills, with a significant advantage for C++ – Mandatory.
• Background in Machine Learning or Deep Learning applications.
• Experience from high-growth startups, established tech firms, or elite military intelligence units – Mandatory.
• M.Sc. in a scientific field with a GPA of 91+ – A significant advantage.
• Previous experience in Quantitative Trading or Financial Research – A significant advantage

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