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Quantitative Researcher – High-Frequency & Crypto Markets

Eka Finance
London
1 week ago
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Key Responsibilities

  • Research and implement high-frequency trading strategies, leveraging deep knowledge of market microstructure
  • Analyze large-scale market data to uncover inefficiencies and design robust, data-driven models
  • Build and maintain simulation and backtesting tools aligned with real-world trading conditions
  • Write and optimize production-grade code for signal generation, execution logic, and infrastructure components
  • Collaborate across disciplines to ensure seamless integration of research and engineering efforts
  • Monitor strategy performance, adapt models to changing market conditions, and manage risk

Requirements

  • Strong experience in high-frequency trading or systematic strategies within crypto or traditional markets
  • Advanced programming skills in Python , along with proficiency in at least one compiled language (Rust preferred , C++ or Go also welcome)
  • Deep understanding of market microstructure and the technical nuances of low-latency trading
  • Background in a quantitative discipline such as mathematics, statistics, physics, computer science, or engineering (MSc or PhD preferred)
  • Practical experience working with large datasets, real-time data pipelines, and cloud-based research environments
  • Familiarity with version control systems (Git), Linux/Unix environments, and containerization tools such as Docker
  • Strong problem-solving ability, high attention to detail, and a mindset geared toward continuous improvement

Location

This role is based in London . We believe in the power of close collaboration, and candidates should either be located in London or willing to relocate. Support for relocation is available.

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