Quantitative Researcher

** QUANT RESEARCH ** LEADING GLOBAL TRADING FIRM ** $250K + BONUS **

My client is a leading quantitative trading firm that’s expanding its global research and trading teams. These roles focus on high-frequency and intraday strategies (holding periods from seconds to hours) in futures and equities.

Roles are fully focused on hard quantitative research for HFT and MFT. Work is centered on alpha research, signal generation, and strategy development using large-scale market and alternative data. Positions range from more independent research roles to collaborative work embedded in established teams.

Requirements:
Minimum 2+ year of commercial experience in a relevant quantitative trading or research role
Background in a top-tier prop firm or quant fund preferred
Strong academic credentials - Top tier University masters / PhD looks good
Significant coding in C++ and Python
Experience working on alpha research, signal generation, or strategy deployment in HFT or intraday contexts

These are high-impact roles offering direct PnL responsibility, cutting-edge infrastructure, and collaboration with experienced teams across multiple regions.

Role is paying up to £250,000 + bonus and is Hybrid in London - or any of their global offices. This can be flexible for the right candidate.

If this sounds relevant to your background, or if you’d like to recommend someone, please reach out for a confidential discussion with an up to date CV.

Many thanks,
Ed