Quantitative Researcher – High-Frequency & Crypto Markets

Eka Finance; London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A financial services firm in London is seeking a Quantitative Researcher to develop high-frequency trading strategies. The ideal candidate will have strong programming skills in Python, an understanding of market microstructure, and a background in a quantitative discipline. Support for relocation is offered. This role emphasizes data-driven model design and integration of research and engineering efforts.

Qualifications

• Strong experience in high-frequency trading or systematic strategies.
• Advanced programming skills in Python with proficiency in another compiled language.
• Deep understanding of market microstructure.

Responsibilities

• Research and implement high-frequency trading strategies.
• Analyze large-scale market data and design robust models.
• Build and maintain simulation and backtesting tools.

Skills

High-frequency trading experience

Strong programming in Python

Proficiency in Rust or C++/Go

Understanding of market microstructure

Problem-solving ability

Education

MSc or PhD in a quantitative discipline

Tools

Git

Linux/Unix environments

Docker

Job description

Social network you want to login/join with:

Quantitative Researcher – High-Frequency & Crypto Markets, London

col-narrow-left

Client:

Eka Finance

Location:

London, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Reference:

3f1b3a7aceb2

Job Views:

4

Posted:

12.08.2025

Expiry Date:

26.09.2025

col-wide

Job Description:

Responsibilities

• Research and implement high-frequency trading strategies, leveraging deep knowledge of market microstructure
• Analyze large-scale market data to uncover inefficiencies and design robust, data-driven models
• Build and maintain simulation and backtesting tools aligned with real-world trading conditions
• Write and optimize production-grade code for signal generation, execution logic, and infrastructureponents
• Collaborate across disciplines to ensure seamless integration of research and engineering efforts
• Monitor strategy performance, adapt models to changing market conditions, and manage risk

Requirements

• Strong experience in high-frequency trading or systematic strategies within crypto or traditional markets
• Advanced programming skills in Python, along with proficiency in at least onepiled language (Rust preferred, C++ or Go also wee)
• Deep understanding of market microstructure and the technical nuances of low-latency trading
• Background in a quantitative discipline such as mathematics, statistics, physics,puter science, or engineering (MSc or PhD preferred)
• Practical experience working with large datasets, real-time data pipelines, and cloud-based research environments
• Familiarity with version control systems (Git), Linux/Unix environments, and containerization tools such as Docker
• Strong problem-solving ability, high attention to detail, and a mindset geared toward continuous improvement

Location

This role is based in London. We believe in the power of close collaboration, and candidates should either be located in London or willing to relocate. Support for relocation is available.

Job ID SH