Quantitative Researcher

About the Opportunity

Our client is a leading proprietary trading firm recognised for developing cutting-edge systematic trading strategies across global financial markets. Combining world-class quantitative research, low-latency technology, and collaborative problem-solving, the firm continuously invests in innovation to identify and capitalise on market opportunities.

As part of a high-performing High Frequency Trading (HFT) team, you'll work alongside experienced researchers, traders, and engineers to develop next-generation trading strategies that operate at microsecond timescales. This is an opportunity to tackle challenging research problems with direct impact on live trading performance.

The Role

We are seeking an experienced Quantitative Researcher to join the firm's HFT research group. You will be responsible for generating alpha, developing predictive models, analysing market microstructure, and improving the performance of systematic trading strategies across highly liquid electronic markets.

The ideal candidate combines exceptional statistical and mathematical ability with strong programming skills and a passion for solving complex real-world problems.

Key Responsibilities

• Research and develop systematic HFT strategies across global electronic markets.
• Generate novel alpha signals using market microstructure and high-frequency market data.
• Design, implement, and evaluate predictive models using statistical and machine learning techniques.
• Conduct rigorous backtesting and simulation to validate research hypotheses.
• Analyse execution quality, transaction costs, and latency to improve trading performance.
• Collaborate closely with traders and software engineers to transition research into production.
• Develop tools and research infrastructure to improve experimentation and strategy development.
• Continuously monitor live strategies and identify opportunities for optimisation.

Requirements

• MSc or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, or another highly quantitative discipline.
• 3+ years' experience in quantitative research within HFT, proprietary trading, market making, or systematic trading.
• Demonstrated track record of developing profitable quantitative trading strategies or predictive models.
• Strong understanding of market microstructure and electronic trading.
• Excellent programming skills in Python for research.
• Experience working with large-scale, high-frequency datasets.
• Strong statistical modelling and data analysis skills.
• Ability to independently formulate hypotheses and translate research into production trading strategies.
• Excellent communication skills and a collaborative mindset.

Preferred Experience

• Experience researching equities, futures, options, FX, or digital asset markets.
• Familiarity with machine learning techniques applied to financial markets.
• Experience with C++ or Rust in performance-critical environments.
• Knowledge of exchange protocols, order book dynamics, and execution algorithms.
• Experience working with distributed computing or large-scale research infrastructure.

What You'll Receive

• Opportunity to work alongside some of the industry's leading quantitative researchers and technologists.
• Direct ownership of research projects with measurable impact on trading performance.
• Access to world-class technology, market data, and computational resources.
• A highly collaborative, low-ego environment focused on scientific rigor and continuous innovation.
• Competitive compensation package including market-leading bonus potential and long-term career development.