Senior Quantitative Researcher

We’re partnering with a leading high-frequency trading firm to hire a Senior Quant Researcher to develop and enhance systematic trading strategies across global markets. This role sits at the intersection of quantitative research, machine learning, and ultra-low-latency trading infrastructure.

You’ll work closely with traders, engineers, and fellow researchers to identify alpha opportunities, build predictive models, and drive strategy performance in highly competitive electronic markets.

This is an opportunity to join a deeply technical, research-driven environment where ideas move quickly from concept to production and directly impact PnL.

Responsibilities

• Research, develop, and optimize systematic trading strategies across equities, futures, FX, options, or crypto markets
• Analyze large-scale structured and unstructured datasets to identify predictive signals and market inefficiencies
• Design and implement statistical, machine learning, and time-series models for alpha generation
• Conduct rigorous backtesting, simulation, and performance analysis of trading strategies
• Collaborate with software engineers to productionize research models in low-latency environments
• Monitor live strategy performance and continuously refine execution and risk parameters
• Develop tooling and research frameworks to improve experimentation and deployment speed
• Stay current with market microstructure developments, emerging technologies, and quantitative research methodologies
• Mentor junior researchers and contribute to the overall research culture of the firm

Requirements

• Advanced degree (PhD preferred) in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative discipline
• 5\+ years of experience in quantitative research within an HFT, proprietary trading, hedge fund, or market-making environment
• Experience working on strategies focused on intra-day holding periods
• Strong understanding of market microstructure and electronic trading systems
• Proven track record of developing profitable systematic trading strategies
• Exceptional programming skills in Python; strong C\+\+ experience highly desirable
• Deep knowledge of statistical modeling, probability, optimization, and machine learning techniques
• Experience working with large datasets and high-performance research infrastructure
• Strong communication skills with the ability to explain complex quantitative concepts clearly
• Highly analytical, intellectually curious, and commercially minded

Preferred Experience

• Experience in ultra-low-latency trading environments
• Knowledge of reinforcement learning or advanced ML techniques applied to trading
• Familiarity with distributed systems and GPU-accelerated research workflows
• Prior experience in options pricing, volatility modeling, or execution algorithms
• Exposure to cloud-based or large-scale compute environments

What’s on Offer

• Highly competitive compensation, bonus, and profit-sharing structure
• Access to cutting-edge technology and research infrastructure
• Collaborative, flat, and intellectually rigorous culture
• Significant ownership and autonomy over research initiatives
• Opportunity to work alongside some of the industry’s top quantitative talent