VP - Quantitative Researcher (Equities E-Trading)

Anson McCade; London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading financial services firm in London is seeking a VP-level professional to join their front-office quant team. In this role, you will design and optimise execution algorithms, conduct market analysis, and collaborate across various teams to enhance trading strategies. Ideal candidates should have a PhD or Master's in a quantitative discipline and strong programming skills, especially in Python. Join a dynamic team focused on cutting-edge trading technologies.

Qualifications

• PhD or Master's in a quantitative discipline (e.g., statistics, CS, physics, maths).
• 2+ years in electronic or algorithmic trading (equities preferred).
• Hands-on experience with execution logic, calibration, or market analytics.

Responsibilities

• Design, calibrate and optimise execution algorithms.
• Develop and test new trading signals and liquidity metrics.
• Collaborate across trading, product, technology, compliance, and risk.

Skills

Strong programming skills (Python)

Understanding of statistical methods

Experience in electronic or algorithmic trading

Communication skills

Education

PhD or Master's in a quantitative discipline

Tools

q/kdb+

Python

C++ / Java

Job description

Overview

Join a front-office quant team focused on building and enhancing electronic trading strategies within the Equities business. The team designs and calibrates execution algorithms, develops market analytics and trading signals, and delivers the models and tools that underpin smart-order-routing and best execution. This is a hands-on VP-level role reporting directly to the Head of the group.

Responsibilities

• Design, calibrate and optimise execution algorithms
• Analyse market microstructure and transaction cost data
• Develop and test new trading signals and liquidity metrics
• Run A/B trials to evaluate new algo behaviours
• Build Python/q dashboards and reports for internal monitoring
• Improve and maintain model calibration processes
• Perform post-trade analysis to ensure best execution
• Collaborate across trading, product, technology, compliance, and risk

Tech Stack

• q/kdb+ for data analysis (preferred)
• Python for tooling and automation (required)
• C++ / Java - reading production code (not required to develop)
• Legacy tooling in Perl/sh (can be learned on the job)

Candidate Profile

• PhD or Master's in a quantitative discipline (e.g. statistics, CS, physics, maths)
• Strong programming skills (Python, q/kdb+) and understanding of statistical methods
• 2+ years in electronic or algorithmic trading (equities preferred)
• Hands-on experience with execution logic, calibration, or market analytics
• Strong communication skills and ability to work across teams