HFT Quant Researcher

JR United Kingdom; Slough; On-site; GBP 70,000 - 120,000; Full time

Job summary

Join a globally renowned trading firm as a Senior Quantitative Researcher, focusing on developing high-frequency trading strategies. This role involves collaborating with top-tier professionals in a fast-paced, innovative environment and requires a strong academic background in quantitative disciplines. Benefit from competitive compensation, performance-based bonuses, and relocation support.

Benefits

Childcare support

Full relocation support

Industry-leading benefits

Qualifications

• Exceptional academic and professional track record required.
• Experience in developing quantitative models for HFT and transaction cost analysis preferred.
• Hands-on experience in numerical and statistical signal development.

Responsibilities

• Lead development and optimization of high-frequency trading strategies.
• Conduct quantitative research to improve model robustness.
• Collaborate with engineering teams for scalable trading systems.

Skills

Analytical thinking

Problem-solving

Innovative thinking

Proficiency in Python

Proficiency in C++

Education

Master’s or PhD in Mathematics, Physics, or Computer Science

Tools

Statistical tools

High-performance computing

Job description

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Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund at the forefront of systematic and quantitative research. We are looking for exceptional senior quant researchers/traders to join our systematic trading strategies team in New York City, London or Europe.

Competitive compensation & performance-based bonuses

Your Role:

As a Senior Quantitative Researcher, you will lead the development and optimization of high-frequency trading strategies in traditional financial markets. You will work closely with world-class engineers, quants, and traders to solve complex real-time challenges using advanced quantitative techniques and cutting-edge technology.

Key Responsibilities:

• Develop and optimize systematic, high-frequency trading strategies.
• Conduct quantitative research to uncover market inefficiencies and improve model robustness.
• Collaborate with engineering teams to build scalable, low-latency trading systems.
• Leverage machine learning and statistical methods to enhance signal generation and performance.
• Mentor junior researchers and foster a culture of technical excellence and collaboration.

Who We’re Looking For:

• Exceptional candidates with an outstanding academic and professional track record.
• A degree (Master’s or PhD preferred) in a quantitative discipline (e.g., Mathematics, Physics, Computer Science) from a top-tier university.
• Proven experience developing successful quantitative models—ideally in HFT and/or transaction cost analysis.
• Strong analytical and innovative thinking skills, with demonstrated proficiency in numerical and statistical tools for signal development.
• Hands-on problem-solvers who thrive in a collaborative, meritocratic environment marked by intellectual rigor and informality.
• Proficiency in Python or C++, with an emphasis on high-performance computing and market microstructure.

Why Join?

• Work on cutting-edge strategies within a highly respected global trading firm.
• Join a collaborative, high-performance team of top-tier talent across quant, engineering, and trading.
• Competitive compensation, performance-based bonuses, and industry-leading benefits—including childcare support.
• Full relocation support to New York or Europe.
• An informal yet intellectually demanding culture that values innovation, impact, and autonomy.