Overview

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.

 

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