Co-founder & Head of Quantitative Trading Research - #JBD8713

DCA Recruitment; Greater London; Híbrido; GBP 100.000 - 150.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Equity stake

Hybrid work

Startup environment

Descripción de la vacante

DCA Recruitment is partnering with a fintech startup to hire a hands-on Co-founder & Head of Quantitative Trading Research. You will lead research, design, and execution of high-speed FX arbitrage strategies, helping establish the firm's long-term technology roadmap. Location: UK with remote during initial R&D and hybrid in London.

Equity stake plus cash salary after successful fundraising. This is a founder role at an early-stage fintech, offering an exciting opportunity to build proprietary

Formación

• Strong background in quantitative finance, applied math, statistics or physics.
• Proven experience in high speed/frequency trading research.
• Deep understanding of FX market microstructure and electronic execution.

Responsabilidades

• Lead research and development of automated FX arbitrage strategies.
• Design backtests and validate models with live testing.
• Collaborate with hardware/FPGA teams to deploy algorithms.
• Define risk controls and performance metrics for live trading.

Conocimientos

Quantitative finance

Python

C++

HFT

Machine learning

Educación

Math/Physics/CS degree

Herramientas

Python

C++

Backtesting

Descripción del empleo

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Co-founder & Head of Quantitative Trading Research (FX HST)

Location: UK, remote during initial R&D, hybrid in London during formal operation
Position level: Technical co-founder
Compensation: Equity, + cash salary (subject to successful fundraising)
Company stage: Early-stage fintech, quantitative trading startup

About this opportunity

We are building a proprietary quantum-inspired and AI-enhanced FPGA-accelerated high-speed trading platform focused on FX arbitrage strategies

We are seeking a hands-on quantitative trader to lead the research, design, validation and optimisation of automated high speed trading strategies. You will play a founding role in establishing the firm's trading strategies and shaping its long-term technology roadmap.

Co-founder & Head of Quantitative Trading Research - Responsibilities

• Research and develop systematic trading strategies, focusing initially on cross-currency arbitrage, price discrepancies and short-lived (xx to xxx µs level) opportunities
• Analyse tick-by-tick market data, order-book dynamics, liquidity, bid-ask spreads, order flow and execution behaviour
• Develop quadratic unconstrained binary optimization (QUBO) models for arbitrage opportunity detection
• Develop models and workflow for signal generation, trade sizing, hedging and inventory management
• Design realistic backtesting and simulation methodologies, accounting for transaction costs, slippage, latency, execution rejection and partial fills
• Optimise strategies for profitability, robustness, capacity and risk-adjusted returns
• Work closely with the FPGA and software engineers to translate quantitative algorithms into a computationally efficient and reliable execution system
• Establish strategy validation standards, performance attribution and reproducible research practices
• Support regulated live trading activities, parameter calibration and continuous strategy improvement

Co-founder & Head of Quantitative Trading Research - Qualifications

• Strong background in quantitative finance, applied mathematics, statistics, physics, computer science or a related discipline
• Proven experience researching or developing high speed/frequency trading strategies.
• Strong understanding of FX trading, market microstructure, liquidity and electronic execution
• Proficiency in Python or C++
• Experience with tick-level financial datasets, backtesting and statistical modelling
• Excellent analytical skills and ability to conduct independent research

Co-founder & Head of Quantitative Trading Research - Preferred Experience

• Direct experience in proprietary trading, HFT, market making or statistical arbitrage
• Demonstrable track record of developing strategies used in live trading,
• Familiarity with FX ECNs, DMA and institutional execution protocols
• Experience with latency-sensitive strategy design and hardware-accelerated computing, preferably using quantum algorithms
• Understanding of machine learning, optimisation and time-series methods

First 6-month objectives

• Assess and identify some feasible FX arbitrage strategies from academic research perspective
• Build reproducible strategy prototypes and backtesting models with demonstratable results
• 3Define quantitative performance and risk criteria for live deployment
• Support the founder for startup equity fund raising and Investment Fund setting up activities

Co-founder & Head of Quantitative Trading Research - What we offer

• Co-founder position with 7-10% equity participation
• Cash salary will be offered matching the market standards after successful close of startup equity fundraising, timeframe expected to be 6 to 9 months
• Opportunity to develop proprietary trading technology from the ground up using innovative quantum and AI algorithms
• Close collaboration with specialists in quantum-inspired FPGA technology and low-latency trading systems
• Opportunity to manage an initial £5M trading account for your own P&L book, subject to successful fundraising, appropriate regulatory permissions and agreed risk management limits
• Long-term opportunity to build a scalable quantitative trading business as a founding member