Quantitative Researcher

Quantitative Researcher | MFT/HFT | London (Remote for top applicants) £250k + PnLWe’re seeking an experienced Quantitative Researcher to drive research, modelling, and alpha generation for HFT strategies. You will design, test, and iterate ultra-low-latency statistical models and signal-generation techniques, working closely with engineers and traders to deploy production-ready strategies.Why this is different The firm is not looking for run-of-the-mill candidates, they want researchers who are currently running live strategies and are ready to move into and build their own desk.Minimum 2 years trading live strategiesKey responsibilitiesDevelop microstructure-aware alpha and execution strategies for HFT or MFT.Build predictive and inventory-management models using statistical and ML methods.Design realistic backtests (market impact, latency) and monitor/assess live performance and risk.Partner with low-latency engineers to productionize models and maintain reproducible research pipelines.Required qualificationsAdvanced degree (PhD/MSc) or strong BS in a quantitative field with research experience.3+ years in HFT/market-microstructure research or equivalent low-latency trading experience.Python plus at least one production language (C++, Rust, Java).Deep knowledge of market microstructure, order books, execution, and latency.Experience with tick-level data and robust backtesting frameworks.Strong statistics, time-series, and probabilistic modelling skills; proven ability to productionize research.Preferred qualifications:Prior experience deploying strategies in live automated trading.Familiarity with reinforcement learning or advanced ML applied to trading.Experience with cloud and on-prem data infrastructure, real-time data feeds, and message buses.What we offer!Competitive compensation: £250k + PnL + equity.Fast-paced, collaborative environment with ownership of research through deployment.Access to high-quality market data and state-of-the-art infrastructure.