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Quantitative Researcher (Fully Remote) at Octo Horizon. Location Information: . 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.. .