Quantitative Research Engineer at Ansatz Capital | London

Join Ansatz Capital as a Research Engineer, where you will engage in the innovative research, testing, and deployment of cutting-edge trading strategies. You will also play a critical role in designing and constructing the research infrastructure that enables the evaluation of various trading concepts.We seek candidates who are deeply passionate about strate…

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.

We are seeking a driven and innovative Quantitative Developer who is enthusiastic about leveraging financial data to create impactful products for traders and researchers. At Intropic, you'll become an integral part of a dynamic fintech startup, where engineers tackle challenging, open-ended problems spanning research, data, and product development — we pride ourselves on our proactive approach, rather than just responding to JIRA tickets.In a typical week, you will engage in a variety of tasks including Python and SQL development, implementing infrastructure changes, enhancing features of financial data products, collaborating on strategic planning with team leads, and attending client meetings to communicate your work and gather valuable feedback. We are looking for someone who enjoys delivering production-grade code, thrives in uncertain environments, works closely with analysts and product teams, and takes pride in maintaining clean, well-tested systems that support actual trading and research workflows.At Intropic, we prioritize hiring the right individual over just a polished CV. If you are passionate about taking full ownership of projects and want to influence both product and research trajectories, we invite you to apply. This is a full-time position expected to commence in the first half of 2026.

Maven Securities Holding Ltd is a leading proprietary trading firm, leveraging internal capital across a variety of strategies including discretionary, systematic, and market-making. Our diverse team of traders, engineers, and technologists is dedicated to optimizing our role as a top-tier liquidity provider for globally traded derivatives. We utilize innovative execution and pricing technologies to enhance the functionality of financial markets. As Maven grows, we maintain the vibrant energy and innovative culture of a startup, while minimizing associated risks. Key Responsibilities:Build Advanced Analytics Framework: Create scalable Python libraries and tools to standardize performance metrics across teams, establishing automated workflows that transform raw trading data into valuable insights for Portfolio Managers and the Investment Committee.Conduct In-Depth Quantitative Research: Execute comprehensive statistical analyses on trade and portfolio-level data to dissect PnL drivers. Identify alpha decay, inefficiencies, and execution challenges to provide actionable insights that enhance performance.Optimize Existing Strategies: Analyze trade and strategy performance to pinpoint areas for optimization and efficiency improvements. Deliver data-backed recommendations and ensure follow-through.Identify Trading Risks & Opportunities: Monitor portfolio exposures, performance trends, and market signals to detect emerging risks and uncover underutilized or mispriced opportunities across various strategies.Assist in Strategy Development: Support the onboarding process for Portfolio Managers and contribute to business development initiatives involving new product groups and strategies.

About WintermuteWintermute is a pioneering technology unicorn and a leader in algorithmic trading, focusing on the dynamic realm of digital assets. Our mission is to provide unparalleled liquidity across a multitude of cryptocurrency exchanges and trading platforms. We offer an extensive array of OTC trading solutions, and we actively support high-profile blockchain initiatives and traditional financial institutions venturing into the crypto space. Additionally, Wintermute Ventures invests in promising early-stage DeFi projects.Founded in 2017, Wintermute has adeptly navigated the ever-evolving industry cycles. Our culture is a unique blend of high-frequency trading standards from traditional markets and the innovative spirit of technology startups. At Wintermute, we embrace the transformative potential of blockchain technology and maintain a long-term perspective on the digital asset market, positioning ourselves as leaders in fostering an innovative and compliant marketplace. For more information, you can read more here.Your Role at WintermuteWe are looking for a skilled quantitative researcher who possesses established mid-frequency trading (MFT) or short-term alpha strategies from either traditional finance or the crypto markets.In this role, you will harness Wintermute's advanced research, backtesting, and execution capabilities to adapt and enhance your strategies for the crypto market. You will collaborate closely with our quantitative, trading, and development teams to refine models and uncover new opportunities across a diverse array of cryptocurrencies.

Job Title: Python Developer – Front Office R&D Trading SystemsLocation: London, UKEmployment Type: Permanent or ContractAbout MARGOMARGO is a cutting-edge consultancy providing invaluable IT expertise to the financial services sector. We excel in complex Front Office environments where software engineering, quantitative analysis, and production stability converge. Our specialists collaborate closely with trading and research teams to enhance real-time trading platforms, pricing models, and analytical systems.The RoleAs a key member of our Front Office R&D and Trading Technology team, you will be responsible for designing, maintaining, and evolving the ecosystem utilized by traders and quantitative analysts. This role involves 70% Development & Engineering and 30% Production Support, allowing you significant ownership over the platform.The environment is dynamic and characterized by rapid iterations, direct trader interaction, and stringent reliability standards. You will primarily work with Python to develop essential frameworks, analytical libraries, and monitoring tools.Key ResponsibilitiesDevelopment & Engineering (Approx. 70%)- Design, develop, and maintain core libraries and frameworks in Python.- Collaborate with traders and research teams to gather requirements for new analytical and trading tools.- Enhance the performance, scalability, and maintainability of the Python platform.- Upgrade existing monitoring, analysis, and control tools to support research workflows.Support & Production (Approx. 30%)- Provide L1/L2 support to Front Office users to ensure system stability during market hours.- Investigate and resolve production incidents promptly.- Develop tools to enhance system reliability and operational efficiency.- Contribute to the evolution of performance-sensitive, low-latency setups.RequirementsEssential Skills:Strong Python Proficiency: Deep expertise in core Python development and performance-oriented coding.Linux/UNIX: Robust knowledge of Linux environments for production and debugging.Database Skills: Proficiency with SQL and relational databases.Production Experience: Capacity to perform under pressure and strong troubleshooting and analytical abilities.Communication: Clear communication with a structured approach to problem-solving.Valued (but not mandatory):Experience in Front Office R&D or Electronic Trading environments.

QUANTITATIVE RESEARCHER (EMEA)About KeyrockEstablished in 2017, Keyrock is a premier digital asset market maker, boasting a diverse team of over 200 professionals from 42 nationalities. We operate across more than 80 exchanges and manage desks in market making, options, OTC, and DeFi. Known for our technology-driven approach, our Rust-based trading systems are at the forefront of shaping the future of digital asset markets.The OpportunityKeyrock is expanding its Algorithmic Market Making (MM) desk, and we are on the lookout for a skilled Quantitative Researcher located in Europe (with the possibility for remote work) to enhance our team’s profitability. This is a unique opportunity to channel your enthusiasm for markets and innovative problem-solving into the dynamic realm of high-frequency systematic trading in cryptocurrencies. You will gain exposure to state-of-the-art trading strategies in a rapidly evolving market landscape, where complex challenges present opportunities for creative solutions.Key ResponsibilitiesConduct research to develop alpha-generating signals.Create statistical models and machine learning frameworks.Collaborate with developers and traders to implement strategies.Contribute to various aspects of the profit pipeline, including alpha generation, inventory management, risk management, execution, and strategy logic.Experience, Skills & QualificationsMinimum of 3 years of quantitative research experience within a high-frequency trading (HFT) or medium-frequency trading (MFT) systematic environment.An advanced degree in a quantitative discipline is preferred (e.g., Mathematics, Physics, Computer Science, Engineering).Proficient in Python with a proven record of research success.Demonstrates critical thinking and data-driven decision-making skills.Exhibits entrepreneurial drive.Familiarity with leading modeling and learning methodologies.Experience with the performance demands of HFT and understanding of system adaptations required for low latency competition.Experience in both traditional finance and cryptocurrency markets is highly advantageous.Exceptional communication skills and fluent in English to collaborate effectively.

Blockchain.com is at the forefront of transforming the financial landscape. As the most reliable and rapidly expanding global cryptocurrency company, we empower millions worldwide to securely engage with digital assets. Since our inception in 2011, we have garnered the confidence of over 90 million wallet holders and more than 40 million verified users, facilitating transactions exceeding $1 trillion in cryptocurrency.Blockchain.com is the leading software platform for digital assets. We boast the largest production blockchain platform globally, driven by a shared passion for coding, innovation, and the pursuit of an inclusive and equitable financial future, one software solution at a time.We are currently in search of a skilled C++/Rust Quantitative Software Engineer/Developer. In this role, you will design, build, and optimize our electronic trading platform, collaborating closely with our traders to enhance our core trading infrastructure and high-throughput trading systems. Your expertise will be crucial in identifying and mitigating critical bottlenecks in both research and production trading.The ideal candidate will possess a robust understanding of low-level optimization, a keen interest in algorithmic trading, data analysis/design, risk management, and application development. You will gain valuable exposure to quantitative trading in our fast-paced, dynamic environment. You will have the opportunity to take full ownership of projects from inception to deployment. We expect you to be a proficient Rust/C++ engineer with hands-on experience in high-frequency trading and fast market connections.

Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.

Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.

About Us: DV Trading LLC is a dynamic proprietary trading firm, established over 15 years ago and headquartered in Chicago, with a growing presence across North America and Europe. Since our independence in 2016, we have expanded rapidly, leveraging our own capital and innovative trading strategies to offer liquidity to global financial markets while providing hedging solutions for commodity producers and consumers. Our affiliates encompass two broker-dealers, a cryptocurrency market-making firm, and a burgeoning investment advisory service.Key Responsibilities:Collaborate closely with senior traders to gain insights and develop trading acumen.Acquire knowledge of proprietary trading methodologies and systems that underpin our established trading operations.Engage in real-time risk management through trade entry and risk mitigation strategies.Develop and uphold trading models that enhance our trading capabilities.Refine existing trades and actively seek out new trading opportunities.Act as a liaison between the trading team, internal departments, and OTC partners.Additional responsibilities will evolve based on individual interests and unique skills.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering exceptional performance for sophisticated clients through our Systematic, Discretionary, and Solutions offerings. Leveraging our talented workforce and advanced technology, our investment strategies encompass extensive research and span both public and private markets across all major asset classes, with a strong emphasis on alternatives. We pride ourselves on fostering deep partnerships with our clients, enabling us to create bespoke solutions tailored to their investment objectives and those of the millions of retirees and savers they represent.With our headquarters located in London, we manage approximately $227.6 billion and have a presence in various offices worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a proud member of the FTSE 250 Index. More information can be found at www.man.com.* As of 31 December 2025Job Profile Summary:The Quantitative Researcher will play a vital role in conducting research and developing strategies aimed at enhancing AHL’s trading of financial markets.Responsibilities:Collaborate with Operations and Trading to ensure the seamless execution of AHL's Short-term Trading strategies, serving as a systems and implementation expert alongside other technically proficient team members.Monitor market trends and their impact on the trading model, conduct performance reviews, and propose relevant diagnostics to feed back into research efforts.Research, develop, and implement trading strategies within the Short-term Trading sector.Contribute to AHL’s overarching research initiatives by collaborating with various teams across the organization.Stay abreast of industry and academic literature to identify innovations and propose actionable insights for AHL.Apply quantitative techniques and market intuition to large, often unconventional datasets while developing areas of expertise throughout the process.

About WintermuteWintermute is a pioneering technology company and a leading player in the algorithmic trading sector, focusing on digital assets. We are dedicated to providing liquidity across a vast array of cryptocurrency exchanges and trading platforms. Additionally, we offer comprehensive OTC trading solutions, supporting both high-profile blockchain initiatives and traditional financial institutions transitioning into the crypto space. Our Wintermute Ventures division also invests in promising early-stage DeFi projects.Founded in 2017, Wintermute has adeptly navigated the complexities of industry cycles. Our culture merges the high-frequency trading standards of traditional markets with the innovative and entrepreneurial spirit typical of technology startups. We are firm believers in the transformative potential of blockchain, and we take a long-term approach to the digital asset market, positioning ourselves as leaders in fostering a compliant and innovative trading environment. For more details, you can read more here.Why Join Wintermute?We are on the lookout for an Algorithmic Trader with robust coding abilities (Python) and a keen interest in high-frequency trading, liquidity provision, and cryptocurrency markets. From day one, you will manage your own “desk” and have the chance to create and refine your own trading algorithms and strategies. You will receive invaluable mentorship from seasoned traders and developers, including our founders and management team. Expect a high degree of autonomy and responsibility from the outset, allowing you to make a significant impact without the hindrance of legacy systems or bureaucratic red tape.Your ResponsibilitiesFollowing a brief training period, you will focus on enhancing existing trading strategies, introducing new trading products, and advancing the technology behind our trading systems. You will analyze extensive trading and transaction data to extract insights, prioritize them, and devise solutions based on your findings. You will have the opportunity to influence P&L positively and will be encouraged to experiment with innovative ideas and strategies. We will provide more technical specifics during the interview process.Please note: We seek individuals with strong quantitative and coding skills; however, this is primarily a business/trading role rather than a research position.

About the Position As a Quantitative Trader at Jane Street, you will be part of a dynamic team that leverages proprietary models to execute over a million trades on busy days. Our traders collaborate to identify and capitalize on pricing inefficiencies, develop innovative models, manage risk, explore new products, and expand into emerging business areas. Experienced traders mentor and guide their less-experienced colleagues, allowing new traders to grow into their roles with increasing responsibility. At Jane Street, technology is integral to our trading strategy. We pride ourselves on being as much a technology firm as a trading company. Our primary programming language is OCaml, a statically-typed functional programming language, and we boast the largest team of OCaml engineers in any industrial context.

At Jump Trading Group, we are dedicated to pioneering world-class research in the fields of Mathematics, Physics, and Computer Science. We empower extraordinary talents to explore scientific frontiers and apply avant-garde research to global financial markets. Our distinct culture fosters constant innovation, demanding creativity, intellectual honesty, and a fiercely competitive spirit. We believe in collective success and aim to unlock unique individual talents through collaboration and mutual respect. Research outcomes at Jump go beyond delivering superior risk-adjusted returns; we develop and deploy transformative technologies, support start-ups across diverse industries, and collaborate with leading global research organizations and academies to tackle pressing challenges. We are seeking a motivated Software Engineer to join one of our expanding quantitative trading teams. In this role, you will collaborate closely with traders and technologists to manage trading and operational challenges, ensuring the deployment process for the team’s production trading systems is scalable and fault-tolerant. Your responsibilities will include crafting and maintaining a sophisticated Python infrastructure, configuring production servers, and keeping all information sources for production processes current. The ideal candidate will possess a passion for development, a desire to learn about automated electronic trading, and the ability to tackle complex technical problems in a fast-paced and dynamic setting. This position promises exposure to a wide array of intriguing and challenging issues. The trading team views technology as an essential element of their ongoing success, and candidates will have the opportunity to work with cutting-edge technologies.

Senior FPGA Engineer – DV EquitiesAbout Us:With over 15 years of experience and headquartered in Chicago, DV Trading has evolved into a leading independent proprietary trading firm. Our team of over 450 professionals offers innovative trading strategies and risk management solutions, providing essential liquidity in global financial markets. Our expansive portfolio includes broker dealers, a cryptocurrency market-making firm, and an emerging investment adviser, allowing us to deliver unparalleled hedging opportunities to commodity producers and users.Role Overview:We are seeking a talented Senior FPGA Engineer to join our semi-systematic equities team. In this pivotal role, you will design and implement cutting-edge FPGA trading systems that enhance our competitive advantage across global equity and futures exchanges. This is an exciting opportunity to lead, innovate, and maximize hardware performance in a dynamic trading environment.Key Responsibilities:Provide technical leadership and mentorship to a team of FPGA engineers focused on developing advanced hardware solutions for market making.Architect and optimize ultra-low-latency trading systems tailored for global equity and futures markets.Define and execute the strategic vision and roadmap for FPGA-based trading infrastructure.Collaborate closely with quantitative researchers, software developers, and network engineers to create integrated, high-performance trading platforms.System Development:Design and implement high-throughput FPGA firmware for efficient market data feed management and order execution.

Senior Trader - DV Equities About Us:Established over 15 years ago and based in Chicago, the DV Group has expanded to encompass over 450 professionals across North America, Europe, the Middle East, and Asia. Since its independence from a larger brokerage firm in 2016, DV Trading has swiftly evolved into a prominent proprietary trading firm, leveraging its own capital, innovative trading strategies, and robust risk management practices to enhance liquidity in global financial markets and provide hedging solutions for commodity producers and consumers. Today, our affiliates include two broker-dealers, a cryptocurrency market-making entity, and a dynamic investment advisory firm.

Graham Capital Management, L.P. is a premier alternative investment management firm, established in 1994 by Kenneth G. Tropin. We specialize in innovative discretionary and quantitative macro strategies with a focus on delivering robust, uncorrelated returns across diverse market conditions. Renowned as one of the longest-standing global macro and trend-following managers, we are committed to continuous improvement and innovation through a strong investment, technology, and operational framework. Our dual approach in discretionary and quantitative trading allows us to provide a comprehensive suite of alpha strategies, anchored in meticulous portfolio construction, proactive risk management, and strategic diversification.At Graham, we believe that our people are the cornerstone of our sustainability and success. We aim to foster talent, promote diverse perspectives, and honor the contributions of every individual, creating a collaborative environment where all employees contribute to the growth and success of one another.Job OverviewWe are looking for a dynamic Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The successful candidate will spearhead research and development initiatives aimed at enhancing our current trading systems while also generating new systematic trading signals to enrich and diversify our primary strategies. By leveraging advanced quantitative analysis techniques, risk management, and portfolio optimization, this role will be pivotal in maximizing performance and competitive edge. Additionally, this role offers the unique opportunity to manage an individual alpha-generating portfolio.

About Man Group Man Group is a global alternative investment manager with headquarters in London. The firm manages $227.6 billion* in assets and operates across several international offices. Man Group plc is listed on the London Stock Exchange (EMG.LN) and is part of the FTSE 250 Index. The company specializes in Systematic, Discretionary, and Solutions investment strategies, working with both single and multi-manager approaches. Research spans public and private markets, with a significant focus on alternative assets. The team partners closely with clients to develop tailored investment solutions. More details can be found at www.man.com. *As of 31 December 2025 Role Overview: Quantitative Engineer - AHL This Quantitative Engineer position sits within Man AHL, the systematic trading division at Man Group. The role involves close collaboration with Quantitative Researchers to develop equity market neutral models. Core responsibilities include building new alpha signals and designing trading strategies. The work is varied and research-driven. The Team Quantitative Engineers are key members of a technology group that includes over sixty professionals from eighteen nationalities. Team members bring experience from Computer Science, Mathematics, Physics, and Engineering, all sharing a strong interest in technology and coding excellence. Engineering teams are structured as small, cross-functional groups. Roles are organized as either Quant Platform Developers (Core Techs) or Quant Developers (Sector Techs), which enables alignment with specific asset classes or market sectors. Team members often rotate between groups, gaining exposure to different systems and finding the best fit for their skills and interests.

About WintermuteWintermute is a prominent technology unicorn and one of the leading algorithmic trading firms specializing in digital assets. We excel in providing liquidity across a wide range of cryptocurrency exchanges and trading platforms, offer diverse OTC trading solutions, and support significant blockchain projects and traditional financial institutions transitioning into the crypto space. Additionally, Wintermute Ventures actively invests in early-stage DeFi projects.Founded in 2017, Wintermute has adeptly navigated through various industry cycles. We blend the rigorous technological standards of high-frequency trading firms with the innovative spirit characteristic of tech startups. At Wintermute, we are committed to harnessing the innovative potential of blockchain technology and hold a long-term vision for the digital asset market, positioning ourselves as leaders in establishing a creative and compliant marketplace. Discover more about us here.Join Our DeFi TeamWe are seeking an enthusiastic and inquisitive student to join our DeFi team for a 6-month internship. In this role, you will research on-chain protocols and conduct data-driven experiments that contribute to our understanding of decentralized finance.Our trading philosophy is fundamentally technological—our traders are analytical and programmatic problem solvers who thrive on innovation. In true DeFi fashion, this position offers you the chance to take on various roles, working across multiple codebases and languages to explore the ecosystem's design frontiers.We pride ourselves on being a close-knit, collaborative team that values open communication and creative exploration. You will collaborate closely with seasoned traders and developers, receiving mentorship while being encouraged to express your perspectives, challenge ideas, and explore new avenues of inquiry collectively.