Senior Quant Trader - TIER 1 QUANT FIRM

JR United Kingdom; Slough; On-site; USD 300,000 - 400,000; Full time

Job summary

A tier-1 quantitative trading firm is seeking a Senior Quant Trader to enhance its algorithmic trading capabilities. The ideal candidate will possess a strong background in systematic trading across various asset classes, coupled with exceptional analytical skills. This opportunity offers a competitive base salary starting at $300K, with no earnings ceiling available through performance-based compensation.

Qualifications

• Proven track record within an institutional quantitative trading environment.
• Exceptional analytical skills with advanced degree.
• Expertise in alpha research and strategic versatility.

Skills

Systematic trading strategies

Analytical foundations

Alpha research

Signal generation

Portfolio optimisation

Education

PhD/MS in Mathematics, Computer Science, or Physics

Job description

Social network you want to login/join with:

Senior Quant Trader - TIER 1 QUANT FIRM, Slough

col-narrow-left

Client:

Location:

Slough, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

4

Posted:

31.05.2025

Expiry Date:

15.07.2025

col-wide

Job Description:

Quantitative Trader/Portfolio Manager | Tier 1 Quant Trading Firm | $300K+ Base + Performance-Based Compensation, no earnings ceiling.

We are partnering with a tier-1 quantitative trading firm renowned for its scientific rigour, technological innovation, and industry-leading infrastructure. With over $20 billion USD in assets under management and a presence across major financial hubs, the firm is expanding its elite team of quantitative researchers, traders, and engineers to drive the next phase of growth in algorithmic trading experience.

Experience

They seek exceptional individuals with deep expertise in systematic trading strategies, open to all asset classes (equities, fixed income, commodities, FX, derivatives, crypto, etc.) and flexible across trading horizons (high-frequency, mid-frequency, or long-term statistical arbitrage).

Ideal Candidate Profile

• Institutional quant background: Proven track record within an institutional quantitative trading environment
• Exceptional analytical foundations: Advanced degree (PhD/MS) in Mathematics, Computer Science, and Physics
• Strategic versatility: Expertise in alpha research, signal generation, or portfolio optimisation, with the ability to adapt strategies across asset classes and regimes.

Contact Connor Akers or Dan Raza directly to be considered.