Junior Quantitative Researcher

Albert Bow; City Of London; On-site; GBP 85,000 - 100,000; Full time

Job summary

A leading trading firm in London is looking for a Junior Quantitative Researcher to analyze market data and develop models for high-frequency trading strategies. Candidates should have a degree in a quantitative field and 1-3 years of relevant experience. This role offers a competitive salary and a dynamic trading environment.

Qualifications

• 1-3 years of relevant experience in quantitative research or applied machine learning.
• Strong quantitative and statistical skills.
• Ability to identify, test, and refine signals.

Responsibilities

• Analyse market data and build models.
• Identify market microstructure patterns from large datasets.
• Develop tools for strategy testing.

Skills

Quantitative analysis

Statistical skills

Model development

Education

Degree in a quantitative field

Tools

C++

Rust

Job description

Junior Quantitative Researcher | HFT Trading Team | London | £100K+ (+ Bonus structure)

Team

Location: London, UK (on-site)

The High‑Frequency Trading (HFT) team focuses on quantitative, model‑driven strategies. The group develops short‑term signals, simulations, and strategies designed to compete in highly competitive electronic markets.

The Role

As a Junior Quantitative Researcher in the HFT team, you will take responsibility for analysing market data, building models, and prototyping strategies. You’ll work closely with senior researchers and engineers to scale your research into production and will gradually take ownership of live strategies, with the potential to manage your own trading book.

Key Responsibilities

• Work with large‑scale, high‑frequency datasets to identify market microstructure patterns.
• Design and backtest short‑term predictive signals.
• Develop research pipelines and tools to improve the efficiency and reliability of strategy testing.
• Iteratively improve models through experimentation, analysis, and feedback from deployment.

Requirements

• Degree in a quantitative field; Engineering, Physics, Applied Mathematics, Computer Science, or related.
• 1–3 years of relevant experience; Quantitative research, applied machine learning, or data science (finance experience a plus).
• Strong quantitative and statistical skills; Ability to identify, test, and refine signals and design predictive mode.

Nice to Have

• Experience with C++ or Rust.
• Background in high‑frequency or tick‑level market data.
• Open‑source contributions, Kaggle/competition track record, or published research.

If you’re ready to take on challenging quantitative research and grow your skills in a high‑impact trading environment, apply now.

Thanks,

Archie