Quant Researcher (MFT Focus) - Trading Team

Westren Capital; Greater London; Hybrid; GBP 210,000 - 230,000; Full time

Job summary

Westren Capital, a London-based proprietary trading firm, is seeking a Quant Researcher (MFT Focus) to develop medium-frequency strategies in crypto markets.

You will work with cross‑functional teams across research, engineering and trading to turn signals into production‑quality models and live strategies, with a multi-day horizon.

The role rewards rigorous modelling, robust risk controls, and clear thinking under uncertainty in a fast, collaborative environment.

Qualifications

• Strong grounding in statistical modelling, time-series analysis, and portfolio construction.
• Degree in Mathematics, Statistics, Physics, Computer Science, or related field.
• Strong programming skills in Python; experience with C++ is a plus.
• Independent thinker capable of withstanding drawdown without panic.
• Experience with crypto markets or other 24/7, fragmented liquidity environments is advantageous.

Responsibilities

• Research and build medium-frequency trading strategies with multi-day holding periods.
• Work with cross-sectional and time-series data across digital asset markets to identify signals.
• Build portfolio construction and risk allocation frameworks for multi-day exposures.
• Stress-test strategies against regime shifts, liquidity events, and tail risks.
• Collaborate with execution and infrastructure teams to ensure trades fill as expected.
• Monitor live books for drift and decay to manage risk.

Skills

Statistical modelling

Time-series analysis

Portfolio construction

Python

C++

Independent thinker

Crypto markets

Education

Bachelor's / Master's / PhD in Mathematics, Statistics, Physics, or Computer Science

Tools

Python

C++

Job description

# Quant Researcher (MFT Focus) - Trading TeamAnnual base salary: £210,000 – £230,000 GBP## Role overviewWestren Capital is a London-based proprietary trading firm specialising in digital asset markets. We develop systematic trading strategies grounded in market microstructure across global venues, with this role focused specifically on medium-frequency, multi-day to multi-week holding period strategies.We hire from Mathematics, Physics, Computer Science and related fields, not for credentials, but for the ability to reason clearly under uncertainty and build things that work in production.Our work sits at the intersection of statistical modelling, market microstructure, and engineering. The aim is straightforward, if not easy: extract durable signals from noisy data and convert them into scalable, risk-aware strategies. That requires intellectual honesty, a tolerance for ambiguity, and a willingness to discard ideas that do not survive contact with reality.We operate in small, highly collaborative teams where research, engineering, and trading are tightly coupled. Outcomes matter. Not narratives, not backtests that look good in isolation, but strategies that hold up live. Compensation and progression reflect that directly.## Responsibilities* —Research and build medium-frequency trading strategies, where signal decay is measured in days, not microseconds, and the traps are different from HFT but no less real* —Work with cross-sectional and time-series data across digital asset markets to identify persistent, economically grounded signals* —Build portfolio construction and risk allocation frameworks suited to multi-day holding periods and correlated crypto exposures* —Stress-test strategies against regime shifts, liquidity crunches, and the tail events MFT books are more exposed to than HFT ones* —Collaborate with execution and infrastructure teams so strategies that look good on paper actually get filled at the prices the backtest assumed* —Monitor live books for drift and slow decay, the kind HFT books rarely see coming and MFT books can't ignore## Requirements* —Strong grounding in statistical modelling, time-series analysis, and portfolio construction; comfort with the specific failure modes of lower-frequency strategies* —Degree (Bachelor's, Master's, or PhD) in Mathematics, Statistics, Physics, Computer Science, or a related field* —Strong programming skills in Python; experience with C++ is a plus, not a requirement* —Independent thinker, comfortable holding a position through drawdown without panicking or getting attached to it* —Experience with crypto markets or other 24/7, fragmented liquidity environments is an advantage, not a prerequisite* —Ability to work in a collaborative, high-performance environment where feedback is direct and iteration cycles are fast