Quantitative Researcher – Mid/High-Frequency – Equities/Futures

Aptic Groupe; Greater London; Remote; GBP 120,000 - 190,000; Full time

Job summary

Aptic Groupe seeks a Quantitative Researcher for its expanding quantitative desk. The role targets uncovering tradable signals in equity and futures and turning them into production-ready alpha with measurable impact on trading performance and P&L.

You will own the full research cycle from data exploration to backtesting and optimization, collaborating with seasoned researchers and engineers as the firm expands into Europe and the US. Location is flexible.

Qualifications

• Minimum 2+ years of proven track record in systematic equities or futures.
• Senior Quant Researcher/Trader with meaningful book at a Tier-1 firm preferred.
• Strong understanding of trading systems architecture, data ingestion, signal generation, and execution.

Responsibilities

• Analyze equity and futures data to identify trading logic and mid- to high-frequency factors.
• Drive alpha factor mining, model construction, backtesting and optimization for robust strategies.
• Own the P&L of developed strategies and monitor live performance and risk.
• Support expansion into new markets with the research team and engineers.

Skills

Quantitative research

Trading systems architecture

Backtesting

P&L ownership

Education

Master’s degree or PhD in quantitative field

Tools

Python

C++

NumPy/Pandas

Job description

Our client, a leading Asian quantitative hedge fund expanding into Europe and the US, is seeking a Quantitative Researcher to strengthen its mid- and high-frequency research capabilities. The successful candidate will uncover tradable signals in equity or/and futures markets and turn them into robust, production-ready alpha, with direct and measurable impact on trading performance and P&L.

You will own the full research cycle, from data exploration and hypothesis generation to model construction, backtesting and optimization. Working alongside experienced researchers and engineers, you will contribute to building a strong presence in new markets. Location is flexible.

Responsibilities

• Analyze a broad range of equity and futures market data to identify quantifiable trading logic and discover effective mid- to high-frequency factors.


• Drive alpha factor mining, model construction, backtesting and optimization, ensuring research ideas are translated into robust trading strategies.


• Take ownership of the P&L of the strategies you develop, monitoring live performance, attributing returns and risk, and continuously refining signals and execution to maximize risk-adjusted returns.


• Contribute to other key research projects across the investment research team, supporting the firm's expansion into new markets.

Candidate requirements

• Minimum 2+ years of proven track record developing or managing systematic equities or/and futures strategies. Ideal candidates will have experience as a Senior Quant Researcher/Trader running a meaningful book at leading Tier-1 firm.


• Strong understanding of the architecture of trading systems, including data ingestion, signal generation, and order execution, with the ability to identify bottle necks and guide infrastructure optimization.


• Advanced degree (master’s or PhD preferred) in a highly quantitative discipline such as mathematics, physics, CS, Engineering, or a related field.