Senior Quant Trader

eFinancialCareers; Greater London; On-site; GBP 180,000 - 280,000; Full time

Job summary

eFinancialCareers is sourcing a senior quant trader to lead live risk management, systematic strategy research and execution within the firm’s automated trading infrastructure.

You will own refinement of existing models and development of new trading opportunities across asset classes, collaborating with quant developers and engineers to deploy robust systems.

Qualifications

• Master's or PhD in Mathematics, Statistics, Engineering, Computer Science or a related quantitative discipline from a top-tier institution.
• 5+ years of profitable trading experience at a bank, proprietary trading firm or market making desk in any asset class.
• Deep understanding of market microstructure, order flow dynamics and execution mechanics.
• Hands-on experience developing and deploying systematic trading strategies in live production environments.
• Strong proficiency in Python; experience with C++ or low-latency execution environments is a plus.
• Solid grounding in statistical modelling, time-series analysis, signal research and backtesting methodology.
• Experience with derivatives pricing, options microstructure or volatility modelling is advantageous.
• Proven ability to manage live risk independently and make sound, fast decisions under pressure.
• Highly analytical, detail-oriented, and intellectually curious with a drive for continuous improvement

Responsibilities

• Monitor real-time risk across live books, including local time zone coverage.
• Conduct pricing and execution research to facilitate systematic hedging strategies.
• Design, implement and backtest new trading signals and execution strategies across markets.
• Develop and improve models for market microstructure analysis, signal generation, position sizing and execution optimisation.
• Identify structural mispricings, liquidity patterns and inefficiencies across markets.
• Perform post-trade analysis including PnL attribution, slippage analysis and signal decay diagnostics.
• Collaborate with quant developers and engineers to translate research into production-grade systems.
• Contribute to the ongoing development of the firm's risk framework and real-time monitoring tools.

Skills

Python

Quantitative analysis

Backtesting

Risk management

Education

Master's or PhD in Mathematics/Statistics/Engineering/CS

Tools

Python

C++

Low-latency systems

Job description

The Firm

A well-capitalised, technology-driven trading firm operating at significant scale across digital assets, derivatives and emerging prediction markets. The firm runs proprietary systematic strategies across multiple asset classes with institutional-grade infrastructure and deep liquidity. The London quant trading desk is a core part of the global operation and is currently expanding its senior trading capability.

The Role

A senior front office quant trading position combining live risk management, systematic strategy research and execution. You will work directly within the firm's automated trading infrastructure, taking ownership of both the refinement of existing models and the identification and development of new trading opportunities across asset classes and market structures.

Responsibilities

• Monitor and actively manage real-time risk across live books, including local time zone coverage and weekend shift rotation
• Conduct pricing and execution research to facilitate systematic hedging strategies using the firm's automated trading infrastructure
• Design, implement and backtest new trading signals and execution strategies across spot, derivatives and event-driven markets
• Develop and improve models for market microstructure analysis, signal generation, position sizing and execution optimisation
• Identify structural mispricings, liquidity patterns and inefficiencies across new and existing markets
• Perform rigorous post-trade analysis including PnL attribution, slippage analysis and signal decay diagnostics
• Collaborate directly with quant developers and engineers to translate research into production-grade trading systems
• Contribute to the ongoing development of the firm's risk framework, including real-time monitoring and drawdown management tools

Requirements

• Master's or PhD in Mathematics, Statistics, Engineering, Computer Science or a related quantitative discipline from a top-tier institution
• 5+ years of profitable trading experience at a bank, proprietary trading firm or market making desk in any asset class
• Deep understanding of market microstructure, order flow dynamics and execution mechanics
• Hands-on experience developing and deploying systematic trading strategies in live production environments
• Strong proficiency in Python; experience with C++ or low-latency execution environments is a plus
• Solid grounding in statistical modelling, time-series analysis, signal research and backtesting methodology
• Experience with derivatives pricing, options microstructure or volatility modelling is advantageous
• Proven ability to manage live risk independently and make sound, fast decisions under pressure
• Highly analytical, detail-oriented, and intellectually curious with a drive for continuous improvement

What's on Offer

• Highly competitive base salary with a substantial performance-based compensation component - structured to reward genuine trading edge
• Direct exposure to trading across multiple asset classes - including digital assets, derivatives, equities and prediction markets - within a single, institutionally scaled operation
• A clear and meritocratic career trajectory - senior traders with a track record are given increasing autonomy, capital allocation and leadership responsibility
• A collaborative, high-performance culture built around intellectual rigour, shared knowledge and continuous improvement
• Access to cutting-edge proprietary technology, deep liquidity and a globally connected trading operation