Quant Researchers – HFT

Barclay Simpson; Greater London; On-site; GBP 200,000 - 350,000; Full time

Job summary

A leading global trading firm is seeking a Senior Quantitative Researcher to develop and optimize high-frequency trading strategies in London. The successful candidate will have a strong academic background in quantitative disciplines and proven quantitative modeling experience. This role offers competitive compensation, performance-based bonuses, and full relocation support. Join a high-performance team and work on cutting-edge strategies in a collaborative environment.

Benefits

Competitive compensation

Performance-based bonuses

Industry-leading benefits

Full relocation support

Qualifications

• Master’s or PhD preferred in a quantitative discipline from a top-tier university.
• Proven experience in developing successful quantitative models, ideally in HFT.
• Strong proficiency in Python or C++ with high-performance computing focus.

Responsibilities

• Develop and optimize high-frequency trading strategies.
• Conduct research to uncover market inefficiencies.
• Collaborate with engineering teams for low-latency trading systems.
• Use machine learning for signal performance enhancement.
• Mentor junior researchers and promote collaboration.

Skills

Analytical thinking

Quantitative modeling

Python

C++

Education

Degree in Mathematics, Physics, or Computer Science

Tools

Numerical and statistical tools

Job description

Quant Researchers – HFT

• London
• £200k - £350k
• Job type : Permanent
• Sector : Asset Management & Funds
• Job reference : TG43380

Apply for this job

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 quantitative analysts to join one of the systematic trading strategies team in London, New York City or one of the European offices.

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.

Full relocation support to London, New York or Europe.

For a confidential conversation, contact : tg