Quantitative Researcher (HFT)

TL;DR

Quantitative Researcher (HFT): Designing and building high-performance trading models for digital asset markets with an accent on market microstructure and order flow analysis. Focus on conducting original research into price dynamics and deploying robust, scalable trading strategies in live production environments.

Location: Onsite in London

Salary: From £150,000 + performance bonus

A leading player in high-frequency trading within digital assets expanding its London hub.

What you will do

• Design and build high-performance models to generate and refine trading signals.
• Conduct original research into market behaviour, price dynamics, and order flow patterns.
• Develop robust backtesting frameworks to stress-test strategies under various market conditions.
• Collaborate cross-functionally with trading, engineering, and data teams to deploy strategies.
• Continuously monitor model performance and contribute to ongoing infrastructure optimization.

Requirements

• 2–5 years of experience in a quant research or algorithmic trading role.
• Proficiency in Python, C++, or Rust with experience building production-grade models.
• Solid grasp of market microstructure and machine learning applications in trading.
• Master’s degree or higher in a quantitative discipline such as Maths, Physics, or Computer Science.
• Ability to perform under pressure in a fast-moving trading environment.

Nice to have

• Understanding of crypto markets and digital asset trading.
• Degree from a top-tier university.

Culture & Benefits

• Access to cutting-edge trading technology and high-performance infrastructure.
• Modern office environment in central London.
• Vibrant, inclusive culture with regular team off-sites and retreats.
• Supportive social environment with employee-led interest groups.