HFT Core Engineer
⚲ Amsterdam (relocation possible)
About the Role
As an HFT Core Engineer, you will design and build the core trading system from scratch. You will own the central execution engine, internal data model, and critical runtime components that define how strategies interact with markets. Your focus is deterministic behavior, minimal latency overhead, and correctness under real-world constraints.
You will work on:
Design and implement the core trading engine: event loop, scheduling, and execution flow
Define and build internal data models for order books, trades, positions, and state transitions
Develop execution systems: order lifecycle management, smart order routing, risk checks, and position tracking
Design and implement real-time risk systems: pre-trade checks, exposure limits, kill-switches, and capital allocation constraints across strategies
Build treasury and funds routing logic: capital distribution across venues, internal netting, collateral management, and efficient movement of funds between accounts
Ensure consistency and correctness of state under high load and partial failures
Optimize critical paths for latency and throughput (CPU cache, memory layout, branch prediction)
Collaborate with connectors and research teams to ensure clean interfaces and minimal overhead integration
Build the system with a phased market scope: start with crypto markets (spot, perps), then extend to traditional markets (equities, futures, options) with unified abstractions
About the Team
We are building a research lab first — and a proprietary investment fund around it. The core belief is that long-term trading edge comes from a systematic ability to generate, test, and compound research insights faster and more rigorously than the market.
The goal is to remove legacy constraints and rethink financial market forecasting using modern systems, new hardware paradigms, and frontier AI. The goal is to tightly integrate execution, research, and infrastructure into a single coherent system.
You might thrive in this role if you have
Experience building low-latency systems (HFT, real-time systems, or similar)
Strong systems programming skills - C++
Deep understanding of concurrency, memory models, and performance optimization
Experience designing complex systems from scratch with clear abstractions and minimal overhead
Understanding of trading system components: order lifecycle, execution logic, and risk controls
Familiarity with capital management, risk systems, or treasury workflows in trading environments
Ability to reason about correctness under concurrency and failure
Experience with profiling and performance tuning at the CPU level
HFT Core Engineer
⚲ Amsterdam (relocation possible)
About the Role
As an HFT Core Engineer, you will design and build the core trading system from scratch. You will own the central execution engine, internal data model, and critical runtime components that define how strategies interact with markets. Your focus is deterministic behavior, minimal latency overhead, and correctness under real-world constraints.
You will work on:
Design and implement the core trading engine: event loop, scheduling, and execution flow
Define and build internal data models for order books, trades, positions, and state transitions
Develop execution systems: order lifecycle management, smart order routing, risk checks, and position tracking
Design and implement real-time risk systems: pre-trade checks, exposure limits, kill-switches, and capital allocation constraints across strategies
Build treasury and funds routing logic: capital distribution across venues, internal netting, collateral management, and efficient movement of funds between accounts
Ensure consistency and correctness of state under high load and partial failures
Optimize critical paths for latency and throughput (CPU cache, memory layout, branch prediction)
Collaborate with connectors and research teams to ensure clean interfaces and minimal overhead integration
Build the system with a phased market scope: start with crypto markets (spot, perps), then extend to traditional markets (equities, futures, options) with unified abstractions
About the Team
We are building a research lab first — and a proprietary investment fund around it. The core belief is that long-term trading edge comes from a systematic ability to generate, test, and compound research insights faster and more rigorously than the market.
The goal is to remove legacy constraints and rethink financial market forecasting using modern systems, new hardware paradigms, and frontier AI. The goal is to tightly integrate execution, research, and infrastructure into a single coherent system.
You might thrive in this role if you have
Experience building low-latency systems (HFT, real-time systems, or similar)
Strong systems programming skills - C++
Deep understanding of concurrency, memory models, and performance optimization
Experience designing complex systems from scratch with clear abstractions and minimal overhead
Understanding of trading system components: order lifecycle, execution logic, and risk controls
Familiarity with capital management, risk systems, or treasury workflows in trading environments
Ability to reason about correctness under concurrency and failure
Experience with profiling and performance tuning at the CPU level
HFT Core Engineer
⚲ Amsterdam (relocation possible)
About the Role
As an HFT Core Engineer, you will design and build the core trading system from scratch. You will own the central execution engine, internal data model, and critical runtime components that define how strategies interact with markets. Your focus is deterministic behavior, minimal latency overhead, and correctness under real-world constraints.
You will work on:
Design and implement the core trading engine: event loop, scheduling, and execution flow
Define and build internal data models for order books, trades, positions, and state transitions
Develop execution systems: order lifecycle management, smart order routing, risk checks, and position tracking
Design and implement real-time risk systems: pre-trade checks, exposure limits, kill-switches, and capital allocation constraints across strategies
Build treasury and funds routing logic: capital distribution across venues, internal netting, collateral management, and efficient movement of funds between accounts
Ensure consistency and correctness of state under high load and partial failures
Optimize critical paths for latency and throughput (CPU cache, memory layout, branch prediction)
Collaborate with connectors and research teams to ensure clean interfaces and minimal overhead integration
Build the system with a phased market scope: start with crypto markets (spot, perps), then extend to traditional markets (equities, futures, options) with unified abstractions
About the Team
We are building a research lab first — and a proprietary investment fund around it. The core belief is that long-term trading edge comes from a systematic ability to generate, test, and compound research insights faster and more rigorously than the market.
The goal is to remove legacy constraints and rethink financial market forecasting using modern systems, new hardware paradigms, and frontier AI. The goal is to tightly integrate execution, research, and infrastructure into a single coherent system.
You might thrive in this role if you have
Experience building low-latency systems (HFT, real-time systems, or similar)
Strong systems programming skills - C++
Deep understanding of concurrency, memory models, and performance optimization
Experience designing complex systems from scratch with clear abstractions and minimal overhead
Understanding of trading system components: order lifecycle, execution logic, and risk controls
Familiarity with capital management, risk systems, or treasury workflows in trading environments
Ability to reason about correctness under concurrency and failure
Experience with profiling and performance tuning at the CPU level
