Quantitative Trader (London Area)

Quantitative Trader Opportunity

My client is a globally recognisedquantitative proprietary trading firmwith a dominant presence across major markets. They combine rigorous quantitative research, ultra-low latency technology, and robust risk management to deploymid and high-frequency strategiesacross asset classes, includingequities, fixed income, commodities, and FX.

The firm is expanding its team ofQuantitative Traderswith a particular interest in those who bringAlpha-generating strategiespowered byAI/ML and advanced statistical learning techniques.

Key Responsibilities

• Design, develop, and optimisemid/high-frequency trading strategiesusing quantitative and machine learning techniques.
• Leveragelarge-scale, high-frequency datasetsto uncover alpha signals and drive decision-making.
• IntegrateAI/ML modelsinto trading workflows.
• Model and analysemarket microstructureacross global exchanges to improve execution and reduce slippage.
• Experience in backtesting strategies before live deployment.
• Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency.

Who They’re Looking For

• Proventrack record of alpha generation:
• Sharpe Ratio ≥ 2.0for Mid-Frequency
• Sharpe Ratio ≥ 6.0for High-Frequency
• Strong proficiency inPython, C++, or other relevant languages.
• Deep understanding ofAI and machine learning algorithms, including time series modeling, feature engineering, and model interpretability.
• Experience withmarket microstructure, order book dynamics, and execution strategies.
• Background inquantitative research, algorithmic trading, or data science.
• Self-sufficient strategy owners and collaborative team players are both encouraged to apply.

If you're a Quantitative Trader with a scalable, proven strategy, particularly one enhanced by AI/ML techniques, please apply and a consultant will contact you shortly.