Senior Quantitative Trader

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

Job summary

QNT Partners is building an AI-driven research lab in Europe that trades its own capital in live markets. As a Senior/Lead Quant Trader, you will own strategies from research through production and live deployment, collaborating with AI researchers and traders from top banks and funds.

Equity is attached in a flat, low‑hierarchy environment that values fast iteration. You will design and test short-horizon alpha models, implement market‑making and execution logic, monitor live P&L, and improve

Qualifications

• Track record of strategies that have traded real capital.
• Strong feel for microstructure and how order books behave.
• C++ for performance-critical code and Python for research.
• Hands-on experience with FIX and live exchange feeds.
• Disciplined approach to backtesting and live performance.
• Curiosity about applying new AI methods to trading.
• Quantitative degree, postgraduate preferred but not essential.

Responsibilities

• Own strategies end to end: research, production, and live deployment.
• Work with AI researchers to test and refine models in live markets.
• Develop and maintain backtesting and research tooling that speeds up trading.
• Contribute to market making and execution logic with attention to costs and slippage.

Skills

C++

Python

Quant tools

Education

Quantitative degree (postgraduate preferred)

Tools

FIX

Backtesting tooling

Live exchange feeds

Job description

Senior / Lead Quant Trader, AI Research Lab

QNT Partners is hiring for an AI research lab in Europe that trades its own capital in live markets. The lab builds new machine learning models for real-time prediction, and the trading desk is where those models meet real markets. It's early stage and venture-backed, and this is one of the first senior hires onto the desk, with equity attached.

What you'd be doing

You'll own strategies end to end: research them, put them into production and run them live, working alongside the lab's AI researchers.

• Short-horizon alpha models across a range of venues and instruments


• Market making and execution logic, with real attention to slippage and costs


• Live risk and monitoring around everything you deploy


• Research and backtesting tooling, improved where it slows you down

The lab

• An AI-first research culture, with original model architectures built in-house rather than off-the-shelf ML


• Live trading across multiple venues, so research gets tested against real P&L quickly


• A small senior team, mixing AI researchers with traders from leading market makers, funds and banks


• Founders who are hands-on in both the research and the trading


• Very little hierarchy, so ideas reach production quickly

You'll likely have

• A track record of strategies that have traded real capital


• A strong feel for microstructure and how order books behave


• C++ for performance-critical code and Python for research


• Hands-on experience with FIX and live exchange feeds


• A disciplined approach to backtesting and live performance


• Curiosity about applying new AI methods to trading


• A quantitative degree, ideally postgraduate, though it isn't essential

On offer

• Competitive base and performance bonus


• Real influence over how the lab trades and what it researches