Senior Quantitative Researcher

Augmentti; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Augmentti in London is seeking a senior researcher to lead alpha and signal research for intraday high-frequency futures strategies. You will own the development of models from hypothesis through live P&L, with a focus on rapid iteration and robust results.

Join a small, senior team where research drives trading decisions. The role requires a strong background in Python/C++, real-time data handling, and deep knowledge of market microstructure.

Qualifications

• Advanced degree (MSc/PhD) in a quantitative field, or an equivalent research track record.
• 5+ years in systematic trading, HFT, or futures/derivatives, with a demonstrable record of profitable signals in production.
• Strong Python and/or C++; comfort with large datasets and real-time feeds.

Responsibilities

• Alpha and signal research for intraday and high-frequency futures strategies.
• Order flow, microstructure, term structure, and volatility dynamics across futures.
• Large-scale tick data prototyping, backtesting, and stress-testing ideas at speed.
• Shaping research direction, tooling, and methodology, not just feeding someone else's pipeline.

Skills

Python

C++

Market microstructure

Education

MSc/PhD in quantitative field

Tools

Python data tools

Job description

Global Proprietary Trading - Europe (London / Amsterdam)

Futures are where order flow shows its hand first. If you would rather research signals that trade in microseconds than models that pay off in quarters, this is the seat.

My client is a research-driven systematic trading firm with deep options and market-making heritage, now scaling a dedicated systematic futures effort. Their edge is models, not gut. Senior researchers own the full chain: hypothesis, signal, backtest, execution, live P&l. Good work goes live quickly. Work that decays gets diagnosed and fixed, not quietly shelved.

What you'll work on:

• Alpha and signal research for intraday and high-frequency futures strategies
• Order flow, microstructure, term structure, and volatility dynamics across index, rates, and commodity futures
• Large-scale tick data: prototyping, backtesting, and stress-testing ideas at speed
• Shaping research direction, tooling, and methodology, not just feeding someone else's pipeline

What they're looking for:

• Advanced degree (MSc/PhD) in a quantitative field, or an equivalent research track record
• 5+ years in systematic trading, HFT, or futures/derivatives, with a demonstrable record of profitable signals in production
• Strong Python and/or C++; comfort with large datasets and real-time feeds
• A real grasp of market microstructure and order flow, not textbook familiarity
• Statistical rigour, including a healthy fear of overfitting

What this is not:

• A sales or execution-desk role
• A "quant" title sitting under a trader who makes the calls
• A junior seat dressed up with a senior title

What you get:

A small, senior team where your research decides what trades. Serious infrastructure and data, minimal meetings, a high bar.

Is your future in futures? Get in touch