Generally speaking, HFT is automated trading with carefully crafted computer algorithms (strategies), specifically tuned to take into account market microstructure features of different stock, futures, and other exchanges.
HFT strategies warrant vigilant testing and tuning. By definition, HFT algorithms need to be executed with extremely low latencies (microseconds) utilizing massive datasets consisting of information of the state of the order-book (buy and sell orders).
HFT is nowadays a hotly debated topic, being accused of manipulations (see Michael Lewis, 2014: Flash Boys), but in reality HFT lowers costs for investors and provides liquidity to markets (see e.g. Tommi A. Vuorenmaa, 2013: "The Good, the Bad, and the Ugly of Automated High-Frequency Trading", Journal of Trading, Winter Issue).
We are looking for enthusiastic Scala (Java/C++ to some extent) programmers and web developers to complete a new High-Frequency Trading (HFT) related project expected to become a business venture in the near term.
We currently have need for order-book data related tasks (ITCH / FIX / possibly other protocols), web-interface and server related tasks, and for our backtesting framework development.
Researchers with a PhD, or students in the process of doing a PhD, are also encouraged to apply to participate in our ongoing scientific projects that have both academic and business goals related to HFT.
To apply send us an e-mail with your CV attached.