Algorithmic Trader - Systematic Desk

Westren Capital; Greater London; Hybrid; GBP 195,000 - 230,000; Full time

Job summary

Westren Capital, a London-based proprietary trading firm, seeks an Algorithmic Trader for its Systematic Desk. You will design, test and deploy automated strategies across both centralised and decentralised venues, focusing on strategies with real-world robustness beyond backtests.

You will monitor live performance, manage risk, and collaborate with engineers to reduce latency and improve execution. Prior trading experience in crypto or 24/7 markets is a plus, and a calm, methodical approach

Qualifications

• Demonstrated experience building or trading systematic strategies, ideally in latency-sensitive environments.
• Strong programming skills in Python and/or C++, able to move from research code to production.

Responsibilities

• Design, test, and deploy systematic trading strategies across digital asset venues, with a focus on strategies that hold up outside the backtest.
• Monitor live strategy performance, distinguishing genuine signal decay from noise and normal drawdown from something broken.
• Work with engineers to improve execution logic, reduce latency, and close the gap between theoretical and realised fills.
• Manage position sizing, exposure limits, and risk controls across a live automated book.
• Investigate anomalies in fills, slippage, or venue behaviour as they happen, not after the postmortem.
• Contribute new strategy ideas backed by evidence rather than conviction alone.

Skills

Python

C++

Trading experience

HFT latency

Job description

# Algorithmic Trader - Systematic DeskAnnual base salary: £195,000 – £230,000 GBP## Role overviewWestren Capital is a London-based proprietary trading firm specialising in digital asset markets. Our systematic desk designs and runs high-frequency and mid-frequency automated strategies across centralised and decentralised venues, competing directly on execution speed, signal quality, and infrastructure.Traders on this desk work across the full stack of a strategy, from signal to execution to live risk management, rather than handing pieces off and hoping they reassemble correctly downstream.## Responsibilities* —Design, test, and deploy systematic trading strategies across digital asset venues, with a focus on strategies that hold up outside the backtest* —Monitor live strategy performance continuously, distinguishing genuine signal decay from noise, and normal drawdown from something actually broken* —Work directly with engineers to improve execution logic, reduce latency, and close the gap between theoretical and realised fills* —Manage position sizing, exposure limits, and risk controls across a live, automated book* —Investigate anomalies in fills, slippage, or venue behaviour as they happen, not after the postmortem* —Contribute new strategy ideas backed by evidence rather than conviction alone## Requirements* —Demonstrated experience building or trading systematic strategies, ideally in HFT or other latency-sensitive environments* —Strong programming skills in Python and/or C++, able to move from research code to something that survives live markets* —Solid understanding of market microstructure, order book dynamics, and execution mechanics* —Comfortable owning a strategy end-to-end, including the unglamorous parts that break first if ignored* —Experience in crypto or other 24/7 markets is an advantage given the operational demands of always-on trading* —Calm, methodical approach to debugging live issues under time pressure