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A leading high-frequency trading fund is seeking a proactive Python Quantitative Researcher for their Latency team in London. The role involves analyzing extensive trading data and collaborating with trading teams to improve trading strategies and infrastructure technology. Candidates should have substantial experience in data science and programming, be innovative problem solvers, and thrive in a collaborative environment.
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Oxford Knight
London, United Kingdom
Other
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Yes
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3e4956a2c111
6
02.06.2025
17.07.2025
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Salary: up to £200k base + bonus
Summary
Leading HFT fund looking for a self-driven quantitative researcher to join their centralised Latency team where you will draw on your problem-solving skills and data science/statistics experience to analyse billions of collected trading data points and unearth competitive edges.
This role offers the opportunity to develop both business and technical expertise; working closely with trading teams to perform post-trade statistical analysis and identify relationships between business metrics and changes on the infrastructure technology. You’ll also investigate and design data mining and machine learning algorithms.
Unique in their field, this global firm combines the lively, positive spirit of a start-up with the stability of a longer-established player. This role would suit a curious, highly collaborative researcher who has demonstrated the ability to independently drive projects to completion.
Requirements
NB: Please do not apply if you’re a fresh graduate.