Quantitative Researcher (Fully Remote)

About OctoHorizon At OctoHorizon, we are pioneering advanced algorithmic strategies in the world of high-frequency trading (HFT). Our team of quantitative researchers and engineers pushes the boundaries of digital exchange trading through mathematical precision, cutting-edge infrastructure, and speed-focused innovation. We specialize in identifying ultra-short-term inefficiencies across markets by combining deep quantitative research with high-performance technology. We offer a flexible, fully-remote environment built on merit, autonomy, and excellence - empowering top talent around the globe to contribute meaningfully to real-world trading strategies. Role Overview We are seeking an exceptional Quantitative Researcher to design, test, and deploy alpha-generating strategies across high-frequency trading environments. In this role, you will analyze microstructure data, build short-horizon predictive models, and collaborate with engineers to implement low-latency strategies on live markets. You will be expected to think rigorously, iterate quickly, and adapt strategies to ever-evolving market conditions. This is a fully remote position, open to candidates globally. We prioritize results and innovation over location and time zones. Responsibilities • Research and develop high-frequency, alpha-generating trading strategies. • Analyze order book and tick-by-tick market data for patterns and anomalies. • Model price dynamics, liquidity, and volatility on sub-second horizons. • Design, implement, and backtest strategies with realistic execution constraints. • Collaborate with engineering to deploy models in production systems with low-latency requirements. • Evaluate strategy performance in live markets; diagnose and resolve anomalies. • Create tools for real-time monitoring, feature generation, and data analytics. • Continuously optimize for execution speed, model robustness, and scalability. Required Skills & Experience • Advanced degree (MSc/PhD) in a quantitative field (Mathematics, Statistics, Physics, CS, Engineering). • Proven experience in high-frequency trading or ultra-low-latency algorithmic research. • Expertise in quantitative modelling, statistical analysis, and predictive analytics. • Deep understanding of market microstructure, order flow, and execution mechanics. • Programming skills in Python (for research and prototyping), plus proficiency in C++. • Experience working with high-volume, high-frequency datasets. • Ability to work independently in a fully remote, fast-paced environment. Preferred Qualifications • Prior experience in live deployment of HFT or ultra-short horizon trading strategies. • Familiarity with crypto, FX, equities, or futures markets. • Knowledge of latency arbitrage, co-location strategies, or execution algorithms. • Publications, Kaggle rankings, or open-source contributions in relevant fields. What We Offer • Fully remote role - work from anywhere in the world. • High-impact environment - your work directly affects PnL and strategy performance. • Access to world-class data, tools, and infrastructure. • Collaborative, flat team structure with high autonomy. • Competitive compensation, including performance-based bonuses. • Intellectual freedom to explore, research, and innovate. How to Apply If you are passionate about markets, mathematical modeling, and speed - and want to work on real strategies in real time - we d love to hear from you. Submit your CV, along with a short cover letter or portfolio highlighting your most relevant work.