About this role
Salary: £30,000 - 60,000 per year
Requirements: We require strong proficiency in Python. While experience with production-level C++ is a plus, it is not a hard requirement. Candidates should have experience in alpha research or signal generation, or have worked on systematic trading strategy development. You should hold, or be working towards, a Master's Degree or PhD in Maths, Computer Science, Electrical Engineering, Physics, or Statistics. Responsibilities: In this role, you will be involved in analyzing noisy datasets and extracting patterns and trends. You will gather these insights to develop and deploy systematic trading strategies within our Quantitative Research teams, focusing on Equities, FX, and Futures. Technologies: FPGAPythonQuant More:
We are a successful and well-established Quant Hedge Fund with offices in London, Paris, New York, and Singapore. Having demonstrated success in the HFT/Intraday Equities space, we are currently expanding into UHFT, deploying teams that work on satellite and FPGA technologies as well as longer-term investment strategies. As we head towards 2025, we are actively hiring Quantitative Researchers to join our innovative teams. We offer competitive compensation packages, including sign-on and guaranteed bonuses, with VISA sponsorship available for eligible candidates.
last updated 32 week of 2026