Quant Researcher (HFT/MFT)

TL;DR

Quant Researcher (HFT/MFT): Developing automated, systematic trading strategies for a newly established office with an accent on short-holding periods and market microstructure. Focus on identifying alpha signals, conducting rigorous backtesting, and optimizing model performance for live production.

Location: Must be based in London, UK

Company

A high-performing proprietary trading firm with global reach, currently establishing its new London office.

What you will do

• Research and develop systematic strategies across global assets.
• Identify alpha signals, explore market anomalies, and test trading hypotheses.
• Conduct rigorous backtesting using in-house platforms and datasets.
• Collaborate with developers and traders to transition models into live production.
• Optimize strategy performance regarding latency, execution, and capital allocation.
• Contribute to building the quant research capability within the London office.

Requirements

• 2+ years of experience in quantitative research or systematic trading.
• Demonstrated success in developing HFT or MFT strategies.
• Proficiency in C++ or C for low-latency production environments.
• Strong skills in Python, R, or Matlab for data analysis and model research.
• Degree in a quantitative discipline such as Maths, Computer Science, or Physics.
• Must be able to work onsite in the London office.

Nice to have

• Deep familiarity with market microstructure.
• Experience with high-frequency datasets.
• Entrepreneurial mindset suited to a startup-like environment.

Culture & Benefits

• Competitive base salary with performance-linked bonus potential.
• Flat structure with high autonomy and direct ownership of strategy development.
• Access to state-of-the-art research and trading infrastructure.
• Private health insurance including dependents.
• Four weeks of paid annual leave.
• Global offsites and regular social events.