Python Quantitative Researcher – London

About the role

Join a leading high‑frequency trading fund as a Python Quantitative Researcher within the centralised Latency team. You will apply data‑science and statistical expertise to analyse billions of trading data points, uncover competitive edges and collaborate closely with trading and infrastructure teams.

Key responsibilities

• Perform post‑trade statistical analysis to identify relationships between business metrics and technology changes.
• Design, develop and evaluate data‑mining and machine‑learning algorithms on large‑scale trading datasets.
• Investigate infrastructure performance and network‑protocol data to improve latency.
• Collaborate with traders and engineers to translate research findings into actionable strategies.

Required profile

• Minimum 2 + years of professional experience in quantitative research or data science.
• Strong problem‑solving abilities and a self‑driven attitude.
• Ability to work independently and drive projects to completion.

Required skills

• Python (data‑science and analytics focus)
• Machine Learning
• Statistics
• C++ (bonus)
• SQL (bonus)
• Network protocols (bonus)

What we offer

• Competitive base salary up to £200k plus performance bonus.
• Significant growth and learning opportunities within a fast‑moving, collaborative culture.
• Career progression supported by merit‑based rewards.
• A blend of start‑up dynamism and the stability of an established global firm.