Senior Quantitative Researcher – Systematic Macro & Execution Alpha | London, UK | In-Office

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

Job summary

A leading quantitative finance consultancy seeks a Senior Quantitative Researcher to enhance alpha research and execution strategies. Ideal candidates should have a robust background in quantitative finance, strong programming skills, and experience with high-frequency trading. This role offers the opportunity to lead a sub-team and collaborate in a data-driven environment.

Qualifications

• 3+ years in quantitative trading or research.
• Strong academic background in quantitative fields.
• Familiar with high-frequency data analysis.

Responsibilities

• Drive research into short-horizon trading signals.
• Lead execution and market microstructure research.
• Manage a small team of junior researchers.

Skills

Quantitative trading

Signal development

Market microstructure research

Statistical methods

Machine learning

Collaboration

Data analysis

Python

C++

Communication

Education

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

Tools

kdb+

AWS

Slurm

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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