Flow Traders is looking for a Senior Research Engineer to join us in our London office. This is a unique opportunity to join a leading proprietary trading firm with an entrepreneurial and innovative culture at the heart of its business. We value quick-witted, creative minds and challenge them to make full use of their capacities. 

As a Senior Research Engineer, you will be responsible for helping to lead the development of our trading model research framework and using it to conduct research to develop models for trading in production. You'll expand the framework to become global standard way of training, consuming, combining, and transforming any data source in a data-driven systematic way. You will then partner with Quantitative Researchers to build the trading models themselves.

What you will do

• Help to lead the development and global rollout of our research framework for defining and training models through various optimization procedures (supervised learning, backtesting etc.), as well as its integration with our platform for deploying and running those models in production
• Partner with Quantitative Researchers to conduct research: test hypotheses and tune/develop data-driven systematic trading strategies and alpha signals

What you need to succeed

• Advanced degree (Master's or PhD) in Machine Learning, Statistics, Physics, Computer Science or similar
• 8+ years of hands-on experience MLOps, Research Engineering, or ML Research
• A strong background in mathematics and statistics
• Strong proficiency in programming languages such as Python, with experience in libraries like numpy, pytorch, polars, pandas, and ray
• Demonstrated experience in designing and implementing end-to-end machine learning pipelines, including data preprocessing, model training, deployment, and monitoring
• Understanding of and experience with modern software development practices and tools (e.g. Agile, version control, automated testing, CI/CD, observability)
• Understanding of cloud platforms (e. g., AWS, Azure, GCP) and containerization technologies (e. g., Docker, Kubernetes)

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via-email, the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders.

Flow Traders is looking for Senior C++ Software Engineers to join our growing team in Hong Kong. Software Engineers at Flow Traders provide us with our competitive edge, equipping Researchers and Traders with the information and capabilities that they need to make sound business decisions. C++ plays a critical role in our event-driven trading systems, which are designed to reliably handle vast amounts of data at ultra-low latencies.

As a C++ Engineer, you will build systems used to analyze and trade tens of thousands of products across hundreds of global trading venues every day. Working closely with Technologists, Quantitative Researchers, and Traders, you’ll guide the development of our in-house trading technology and optimize it to achieve market-leading performance and reliability. Our proprietary trading platform includes everything from venue connectivity (feed handlers and ordering gateways) to trading engines to shared platforms that enable us to work quickly and efficiently - we are proud of our open and collaborative culture, so you’ll have plenty of opportunity to find what fits you best.

Teamwork is one of our most important firm values, and end users are never more than a short walk away, guaranteeing short feedback loops and immediate insight into the value that your code provides. To foster collaboration and innovation, we maintain shared libraries, encourage code re-use, and continuously evolve our views on application architecture.

What you will do:

Main technical activities include:

For all C++ openings:

• Lead the development and global rollout of our Core platform used in multiple business/focus groups (Market data, Quantitative research, Pricing, Strategies)
• Be involved in the development process, which will be a fast-paced iterative process where you deploy your deliverables and validate them yourself and/or together with traders or quants
• Develop tools/frameworks to deliver capabilities for tuning/develop data-driven systematic pricing and trading strategies
• Work together with focus group engineers, Quants and Technical traders to refine requirements, collect feedback, and iterate on design and implementation of platform requirements

Exchange Connectivity:

• Write software that communicates with exchanges through their APIs, receiving market data and sending orders over the network in different protocols, such as FIX, Websocket or HTTP requests
• Ensure quality of software based on a set of testing suites, which you are expected to use, maintain and extend
• Optimize exchange communication through kernel bypass, optimizing TLS or the connection handling to an exchange
• Research exchange behavior in detail to align our behavior to that of an exchange
• Implement these solutions using the provided exchange SDKs in different languages such as C++, Rust, Python, Typescript

Trading Strategies:

• Implement trading algorithms based on requirements provided by traders and quants
• Acquire and develop the necessary trading knowledge to successfully translate the requirements into actual software implementation
• Continuously improve the stability, reliability, and performance of the trading engine
• Enhance monitoring and observability in collaboration with the Trading Operations team
• Investigate and resolve production issues such as crashes, unexpected business logic behavior, and performance bottlenecks
• Prepare for releases and deployments of new trading engine versions

What you need to succeed

• BSc, MSc, or PhD in Computer Science, Mathematics or equivalent
• 5+ years post-graduation professional C++ software development experience (proprietary trading industry preferred)
•  Ability to write clean, reliable, and highly scalable code
• Good knowledge of algorithms and data structures
• Experience in parallel, asynchronous, and multithreaded programming
•  Interest in achieving maximum performance from available hardware and software
•  Ability to communicate with technical and non-technical business colleagues

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via email, the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders

Flow Traders is looking for a Senior Research Engineer to join our Hong Kong office. This is a unique opportunity to join a leading proprietary trading firm with an entrepreneurial and innovative culture at the heart of its business. We value quick-witted, creative minds and challenge them to make full use of their capacities. 

As a Senior Research Engineer, you will be responsible for helping to lead the development of our trading model research framework and using it to conduct research to develop models for trading in production. You'll expand the framework to become global standard way of training, consuming, combining, and transforming any data source in a data-driven systematic way. You will then partner with Quantitative Researchers to build the trading models themselves.

What You Will Do

• Help to lead the development and global rollout of our research framework for defining and training models through various optimization procedures (supervised learning, backtesting etc.), as well as its integration with our platform for deploying and running those models in production
• Partner with Quantitative Researchers to conduct research: test hypotheses and tune/develop data-driven systematic trading strategies and alpha signals

What You Need to Succeed

• Advanced degree (Master's or PhD) in Machine Learning, Statistics, Physics, Computer Science or similar
• 8+ years of hands-on experience MLOps, Research Engineering, or ML Research
• A strong background in mathematics and statistics
• Strong proficiency in programming languages such as Python, with experience in libraries like numpy, pytorch, polars, pandas, and ray.
• Demonstrated experience in designing and implementing end-to-end machine learning pipelines, including data preprocessing, model training, deployment, and monitoring
• Understanding of and experience with modern software development practices and tools (e.g. Agile, version control, automated testing, CI/CD, observability)
• Understanding of cloud platforms (e. g., AWS, Azure, GCP) and containerization technologies (e. g., Docker, Kubernetes)

Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via-email, the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders.