Head of High Frequency Research (Market Making)- Crypto | Live Trading |-Remote -(EU preferred) | London, UK

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:quants@ekafinance.com

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