Senior Quant Trader

About the role

The firm is a well‑capitalised, technology‑driven trading organisation operating across digital assets, derivatives and emerging prediction markets. As a Senior Quant Trader you will join the London front‑office desk, working directly with the firm’s automated trading infrastructure to refine existing models and create new systematic trading opportunities.

Key responsibilities

• Monitor and actively manage real‑time risk across live books, including local time‑zone coverage and weekend shift rotation.
• Conduct pricing and execution research to support systematic hedging strategies.
• Design, implement and back‑test new trading signals and execution strategies across spot, derivatives and event‑driven markets.
• Develop and improve models for market microstructure analysis, signal generation, position sizing and execution optimisation.
• Identify structural mispricings, liquidity patterns and inefficiencies in existing and new markets.
• Perform rigorous post‑trade analysis, including PnL attribution, slippage analysis and signal decay diagnostics.
• Collaborate with quant developers and engineers to translate research into production‑grade trading systems.
• Contribute to the evolution of the firm’s risk framework, including real‑time monitoring and drawdown management tools.

Required profile

• Master’s or PhD in Mathematics, Statistics, Engineering, Computer Science or a related quantitative discipline from a top‑tier institution.
• 5+ years of profitable trading experience at a bank, proprietary trading firm or market‑making desk.
• Deep understanding of market microstructure, order‑flow dynamics and execution mechanics.
• Proven ability to manage live risk independently and make fast, sound decisions under pressure.

Required skills

• Strong proficiency in Python.
• Experience with C++ or low‑latency execution environments.
• Solid grounding in statistical modelling, time‑series analysis and back‑testing methodology.
• Experience with derivatives pricing, options microstructure or volatility modelling.