Quantitative Researcher/Developer Opportunity
Location:
London A top hedge fund is building a new team to bridge the gap between their mid-frequency (MFT) and high-frequency (HFT) trading groups. This role is ideal for quantitative researchers or developers with up to 8 years of experience or a fresh PhD graduate with strong academic and internship experience. The role offers exposure to both HFT and MFT strategies, making it a great opportunity to develop skills in a dynamic environment. This is a small, newly formed team giving you the chance to make a significant impact early on. The ideal candidate will come from a tier 1 proprietary trading firm. The firm has recently built out their delta one, futures, and ETF desks, so a background in one of these would be sought after. Key Responsibilities:
Support the development of trading models that sit between MFT and HFT strategies. Collaborate with senior researchers to explore new trading signals and refine existing strategies. Assist with coding and model implementation in Python or C++, ensuring model robustness and performance. Gain hands-on experience in both MFT and HFT strategies, working closely with key stakeholders across the business. Requirements:
Some years of experience in a quantitative research or development role, or a recently completed PhD with multiple relevant internships. Strong programming skills in Python or C++. Exposure to both MFT and HFT strategies. Ability to work within a small, dynamic team and make immediate contributions. Preference for candidates without an options-based background.
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London A top hedge fund is building a new team to bridge the gap between their mid-frequency (MFT) and high-frequency (HFT) trading groups. This role is ideal for quantitative researchers or developers with up to 8 years of experience or a fresh PhD graduate with strong academic and internship experience. The role offers exposure to both HFT and MFT strategies, making it a great opportunity to develop skills in a dynamic environment. This is a small, newly formed team giving you the chance to make a significant impact early on. The ideal candidate will come from a tier 1 proprietary trading firm. The firm has recently built out their delta one, futures, and ETF desks, so a background in one of these would be sought after. Key Responsibilities:
Support the development of trading models that sit between MFT and HFT strategies. Collaborate with senior researchers to explore new trading signals and refine existing strategies. Assist with coding and model implementation in Python or C++, ensuring model robustness and performance. Gain hands-on experience in both MFT and HFT strategies, working closely with key stakeholders across the business. Requirements:
Some years of experience in a quantitative research or development role, or a recently completed PhD with multiple relevant internships. Strong programming skills in Python or C++. Exposure to both MFT and HFT strategies. Ability to work within a small, dynamic team and make immediate contributions. Preference for candidates without an options-based background.
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