Senior Quant Trader - TIER 1 QUANT FIRM

JR United Kingdom; London; On-site; USD 300,000 - 400,000; Full time

Job summary

A leading tier-1 quantitative trading firm in London is seeking a Senior Quant Trader with a strong institutional background and advanced analytical skills. The role offers a competitive base salary of $300K+, with performance-based compensation and opportunities to work across various asset classes in a dynamic trading environment.

Qualifications

• Proven track record in institutional quantitative trading.
• Advanced degree in Mathematics, Computer Science, or Physics.
• Expertise in alpha research and portfolio optimisation.

Responsibilities

• Drive growth in algorithmic trading experience.
• Adapt strategies across asset classes and trading horizons.
• Engage in systematic trading strategies.

Skills

Analytical Foundations

Systematic Trading Strategies

Alpha Research

Signal Generation

Portfolio Optimisation

Education

PhD/MS in Mathematics

PhD/MS in Computer Science

PhD/MS in Physics

Job description

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Senior Quant Trader - TIER 1 QUANT FIRM, London

Client:

Location:

London, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

1

Posted:

25.05.2025

Expiry Date:

09.07.2025

Job Description:

Quantitative Trader/Portfolio Manager | Tier 1 Quant Trading Firm | $300K+ Base + Performance-Based Compensation, no earnings ceiling.

We are partnering with a tier-1 quantitative trading firm renowned for its scientific rigour, technological innovation, and industry-leading infrastructure. With over $20 billion USD in assets under management and a presence across major financial hubs, the firm is expanding its elite team of quantitative researchers, traders, and engineers to drive the next phase of growth in algorithmic trading experience.

Experience

They seek exceptional individuals with deep expertise in systematic trading strategies, open to all asset classes (equities, fixed income, commodities, FX, derivatives, crypto, etc.) and flexible across trading horizons (high-frequency, mid-frequency, or long-term statistical arbitrage).

Ideal Candidate Profile

• Institutional quant background: Proven track record within an institutional quantitative trading environment
• Exceptional analytical foundations: Advanced degree (PhD/MS) in Mathematics, Computer Science, or Physics
• Strategic versatility: Expertise in alpha research, signal generation, or portfolio optimisation, with the ability to adapt strategies across asset classes and regimes.

Contact Connor Akers or Dan Raza directly to be considered.