Senior Quant Researcher - HFT | London, UK

Barclay Simpson; London; On-site; GBP 100,000 - 125,000; Full time

Job summary

A prominent trading firm in London is seeking a Senior Quant Researcher to develop and optimize high-frequency trading strategies. The role requires a Master's or PhD in a quantitative discipline and proven experience in quantitative model development. Join a high-performance team and enjoy competitive compensation, bonuses, and relocation support if needed.

Benefits

Competitive compensation

Performance-based bonuses

Childcare support

Full relocation support

Qualifications

• Outstanding academic and professional track record.
• Proven experience with quantitative models.
• Hands-on with problem-solving in collaborative environments.

Responsibilities

• Develop and optimize high-frequency trading strategies.
• Conduct quantitative research for market inefficiencies.
• Collaborate to build scalable trading systems.

Skills

Analytical thinking

Proficiency in Python

Problem-solving skills

Experience in HFT

Education

Master's or PhD in Mathematics, Physics, or Computer Science

Tools

Statistical tools

High-performance computing

Job description

Senior Quant Researcher - HFT

Barclay Simpson London, United Kingdom Apply now Posted 3 days ago Permanent Competitive salary, bonus and benefits

Senior Quant Researcher - HFT

Barclay Simpson London, United Kingdom Apply now

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 an exceptional senior quant researcher to join the systematic trading strategies team in London.

Competitive compensation & performance-based bonuses

Your Role:

As a Quant Researcher, you will join the team that leads 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—including childcare support.
• Full relocation support if required (opportunities also in New York or Europe._
• An informal yet intellectually demanding culture that values innovation, impact, and autonomy.

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