Quant Researcher – High Frequency Fund (2‑Year Contract)

About the role

We are seeking a Quantitative Researcher to join a high‑frequency trading fund in London for a two‑year engagement. You will work on cutting‑edge stochastic models and translate them into ultra‑fast computational solutions that drive our trading strategies.

Key responsibilities

• Develop mathematical models to solve complex stochastic problems.
• Analyse convergence and boundedness properties of algorithms and estimates.
• Estimate predictive functions from large data sets.
• Translate models into high‑performance computational implementations.
• Collaborate with researchers and developers to integrate models into production systems.

Required profile

• Peer‑reviewed publications in optimisation, algorithms, statistics, numerical analysis, signal processing, operations research or a related field.
• Minimum 2 years of professional experience in high‑frequency trading.
• PhD in Applied Mathematics, Computer Science, Statistics, Physics or a closely related discipline.
• Exceptional problem‑solving abilities.

Required skills

• Fluency with LaTeX typesetting.
• Programming in C++ within a UNIX‑based environment.
• Data analysis using Python or R.