HFT Simulation Researcher Lead

Simulation Research Lead - Global Proprietary Trading Firm (Remote)OverviewWe are working with a leading global proprietary trading firm seeking a Simulation Research Lead to join its quantitative research organization. The firm operates a fully systematic trading platform, managing the full lifecycle from research and simulation to live execution across global markets.Trading spans multiple asset classes including equities, equity derivatives, options, commodities, and rates, with strategies deployed across high‑frequency and medium‑frequency time horizons. The organisation is technology‑led, highly research‑driven, and operates on a fully remote basis.This role sits at the core of the trading process and will play a key role in improving the fidelity, scalability, and predictive power of the firm's simulation and backtesting frameworks.ResponsibilitiesOwn and define simulation methodologies across trading strategies and asset classesLead sim‑vs‑live validation efforts, measuring divergence and identifying root causesSpecify and influence simulation behaviour for a Rust‑based trading platformConduct ongoing research into execution modelling, adapting approaches as market conditions changeOptimise backtesting performance and infrastructure costs through code and system‑level improvementsPartner closely with quantitative researchers, traders, and engineers to embed best‑in‑class simulation practicesRequired ExperienceExtensive hands‑on experience in algorithmic execution and systematic tradingStrong quantitative background with expertise in:Market impact modellingQueue displacement and queue position inferencePhantom liquidity and adverse selectionDeep understanding of order‑book simulation, including:LOB reconstructionMatching engine logic (price‑time, pro‑rata, hybrid)Fill probability estimationExperience modelling execution latency and its impact on performanceStrong awareness of market‑data quality challenges (stale quotes, crossed books, timestamp issues, venue normalisation)Proven ability to detect and prevent overfitting using robust validation techniques (e.g. walk‑forward analysis)Hands‑on approach to research prototyping and statistical validationFamiliarity with relevant academic literature in market microstructure and executionWhy ApplySenior, high‑impact role with direct influence on trading performanceExposure across HFT and MFT strategies in global marketsFully remote working environmentCollaboration with highly technical trading and engineering teamsOpportunity to shape the simulation backbone of a large‑scale proprietary trading platformIf this opportunity is of interest, please apply directly or contact Jonathan Ekoh at for further information.