Quantitative Trader

Alexander Chapman; Greater London; On-site; GBP 180,000 - 320,000; Full time

Job summary

Alexander Chapman is seeking a Senior HFT Quant Trader to develop and manage systematic trading strategies across global markets from idea through live PnL generation. You will own projects end-to-end, collaborating with a team of researchers and engineers to advance the firm’s HFT capabilities.

Ideal candidates will have proven live PnL ownership, deep market microstructure knowledge, and strong programming skills in Python and C++.

Qualifications

• Proven live PnL ownership in HFT trading.
• Deep understanding of market microstructure, latency, and costs.
• Ability to take ideas from research to live trading and production.
• Strong quantitative skills and statistical modelling.
• Experience with large-scale market data and backtesting frameworks.

Responsibilities

• Develop, deploy, and manage systematic HFT strategies across markets.
• Research ideas, backtest rigorously, implement, and trade live.
• Collaborate with Head of HFT Trading, researchers, and engineers.
• Continuously monitor and optimize strategies based on performance and market conditions.
• Manage live PnL generation across multiple asset classes.

Skills

Live PnL ownership

High-frequency trading

Backtesting to production

Quantitative modelling

Market microstructure

Independent research & collaboration

Tools

Python

C++

Job description

HFT Quantitative Trader – Systematic Trading

We are partnering with a leading quantitative hedge fund firm seeking a Senior HFT Quantitative Trader to develop, deploy, and manage systematic high-frequency trading strategies across global financial markets.

In this role, you will take ownership of your own trading strategies, from idea generation and research through implementation, execution, and live PnL generation. You will work closely with the Head of HFT Trading and a broader team of quantitative researchers, traders, and engineers, contributing directly to the development and expansion of the firm's HFT capabilities across multiple asset classes.

What we're looking for:

• Proven track record of developing, deploying, and managing systematic HFT strategies with demonstrable live PnL ownership
• Strong experience trading at high frequency, with a deep understanding of market microstructure, execution, latency, and transaction costs
• Demonstrated ability to independently take trading ideas from research and backtesting through production and live trading
• Strong quantitative and statistical skills, with experience developing alpha signals, predictive models, and systematic trading strategies
• Strong programming skills in Python and/or C++, with the ability to work closely with developers and engineers on production trading systems
• Experience across one or more major asset classes, including equities, futures, FX, fixed income, commodities, or derivatives
• Strong understanding of electronic markets, order books, execution algorithms, and exchange mechanics
• Ability to monitor, evaluate, and continuously optimize live strategies based on performance, market conditions, and risk
• Experience working with large-scale market data and building robust research and backtesting frameworks
• Entrepreneurial mindset with a high degree of ownership, accountability, and a strong focus on generating PnL
• Ability to work closely with the Head of HFT Trading while operating independently and contributing new strategies and ideas to the broader trading platform