Quantitative Researcher
You'll join a high-frequency trading team focused on refining features, designing better models, and advancing core research pipelines. You'll collaborate closely with other researchers and engineers to push the boundaries of what's possible in highly competitive electronic markets. You'll work with data, build systems to understand it, and use that understanding to drive performance.
Responsibilities
- Design, test, and refine features and model architectures to improve prediction and execution performance
- Develop and improve research pipelines and tools for large-scale strategy simulation and optimization on a cutting-edge compute cluster
- Conduct deep-dive analyses of market data, live strategy behavior, and model outputs to guide iterative improvements
- Stay up-to-date on advances in quantitative methods, ML, and optimization, applying new insights to real-world challenges
Requirements
- 2-7 years of experience in quantitative research, applied ML, or statistics
- Fluency in Python and/or C++, with the ability to translate research concepts into performant, production-ready implementations
- Strong knowledge of algorithms, linear algebra, statistics, and optimization techniques
- Ability to uncover meaningful structure in noisy, high-frequency market data — from alpha signal extraction to modeling order book behavior
- Can take research ideas from concept to experimental evaluation with minimal supervision
Benefits
- Comprehensive benefits package
- Free lunch ordered to the office every day
- Competitive Annual Leave and Pension Contribution
- High-spec office with state of the art equipment and standing desks
- Monthly team breakfast
- Regular London onsites with focus groups coinciding with team dinners and evening events
- Annual Company Offsite in luxury location
- Inter-office travel encouraged