Pros
- Small team(as title indicates) - which implies your work will have direct impact on the company business. - Very talented team - it is always fun to work with smart people. - Interesting Work - high frequency trading is an interesting domain involving a mix of ML and Software engineering. Also, you get to do real-trading unlike most firms where only few big guys trade. - Freedom - People are free to try new ideas on their own and use them for real trading. Many projects spawn out of state-of-the-art research papers. - Great Work Culture : Flat hierarchy, no politics.
Cons
- Can be Stressful : Real trading requires lots of focus and attention everyday unlike a software firm where if you don't feel like working on a day you can just fool around in the big company campus. - Inexperienced Team : Smart people also need some time to gain expertise :P. Major consequence of this is bad software practices.
