Senior Quantitative Researcher

Role Description: My client are a boutique low latency proprietary trading firm established over 15 years ago. Based in London, they focus on both high and mid frequency strategies. They are recruiting an experienced quantitative researcher to support the build out of their STIRs or commodities futures desk. Their quant team is former Tower Research and KCG. While experience at these firms is not a requirement, their style of trading is similar. It is a broad role, where alongside alpha research, you will balance risk with execution. Experience writing execution algorithms is essential. What you'll do:

• Work directly with the head of quantitative trading to generate trading ideas.
• Implement and optimise MFT or HFT strategies
• Analyse placement /cancel logic, queue position and latency.
• Translate ideas into production Python/C++ code, deploy, monitor and iterate. Must-have experience:
• 3 - 20 years of quantitative research experience at a systematic proprietary trading firm.
• Expertise in either mid-frequency or high frequency trading strategies.
• Exposure to STIRs futures or commodities is advantageous.
• Strong coding in Python and either C++ or Java. Why join:
• Collaborative environment rather than pod structure.
• Work alongside experienced former Tower Research & KCG quantitative researchers.
• No silo, the role covers execution alongside signal development.
• End to end ownership of projects. Interview process (3 stages):
• Intro call: 45 min with head of quantitative research.
• In-person: 3 hour interview covering stats, trading & coding.
• Chat with founder: Culture, career goals and mutual fit. Apply on LinkedIn or email lewis@stateratalent.com.