Senior Quantitative Researcher – Systematic Macro & Execution Alpha

Eka Finance; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading finance consultancy is seeking a Senior Quantitative Researcher to enhance their capabilities in alpha research and execution strategies. The role emphasizes high-frequency trading research, team leadership, and collaboration in a data-driven environment. Ideal candidates will possess strong quantitative backgrounds and experience in high-frequency trading ecosystems.

Qualifications

• 3+ years in a quantitative trading or research role.
• Expertise in high-frequency data analysis.
• Strong academic background in a technical field.

Responsibilities

• Drive research into high-frequency trading signals.
• Optimize trading strategy design and implementation.
• Manage a small team of junior researchers.

Skills

Quantitative analysis

Signal development

Data analysis

Statistical methods

Machine learning

Communication

Education

MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or Finance

Tools

Python

C++

kdb+/q

Job description

Senior Quantitative Researcher – Systematic Macro & Execution Alpha

Senior Quantitative Researcher – Systematic Macro & Execution Alpha

Senior Quantitative Researcher – Systematic Macro & Execution Alpha Location: London / Flexible Start Date: Negotiable A systematic investment team is seeking an experienced Senior Quantitative Researcher to lead and expand its capabilities in alpha research and execution strategy. This role is geared toward individuals with a strong track record (or demonstrated potential) in signal development and high-frequency or short-horizon strategy research. You will work across both alpha modeling and trade implementation research, with the opportunity to manage and mentor a small sub-team within a larger, integrated PM group.

Role Overview:

• Drive research into short-horizon, high-frequency trading signals with typical holding periods of several hours to a few days
• Take ownership of execution and market microstructure research, helping optimize trading strategy design and implementation
• Collaborate with a cross-functional team of researchers, technologists, and portfolio managers in a highly iterative, data-driven workflow
• Build and oversee a small, high-caliber team of junior researchers (2–3 people), contributing to both leadership and hands-on research
• Leverage a modern research stack that includes distributed computing environments (e.g. AWS, Slurm), large-scale data tools (e.g. kdb+, Exasol), and advanced methods in statistics and machine learning

Ideal Candidate Will Have:

• 3+ years of experience in a quantitative trading or research role at a hedge fund, proprietary trading firm, or sell-side algo desk
• Demonstrated contributions to alpha generation or strong potential to do so in a collaborative environment
• Strong academic credentials (First Class, Honours, MSc or PhD) in a quantitative or technical field such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Finance
• Familiarity with high-frequency or tick-level data and an ability to derive actionable insights from complex datasets
• Proficiency in Python or C++; experience with distributed computing and low-latency research environments is advantageous
• Strong preference for candidates with kdb+/q experience and familiarity with execution protocols such as FIX
• Confident communicator, able to clearly explain concepts, defend ideas, and work collaboratively with non-research stakeholders

Eka Finance is a leading global quantitative finance recruitment consultancy in the banking and finance industry. We offer front office recruitment so...

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