Senior Quantitative Researcher – Systematic Macro & Execution Alpha

About the role

We are seeking a senior quantitative researcher to lead short‑horizon, high‑frequency trading signal research. The role focuses on systematic macro strategies and execution alpha, with typical holding periods ranging from a few hours to a few days. You will work closely with researchers, technologists, and portfolio managers in a data‑driven environment.

Key responsibilities

• Drive research into short‑horizon, high‑frequency trading signals.
• Own execution and market microstructure research to optimise strategy design.
• Collaborate with a cross‑functional team in an iterative, data‑centric workflow.
• Build and manage a small team of junior researchers (2–3 members).
• Utilise a modern research stack including AWS, Slurm, kdb+, and Exasol.

Required profile

• 3+ years of experience in quantitative trading or research at a hedge fund, proprietary trading firm, or sell‑side algo desk.
• Proven contributions to alpha generation or strong potential in a collaborative setting.
• First‑class academic credentials (MSc or PhD) in Mathematics, Statistics, Physics, Computer Science, Engineering, or Finance.
• Familiarity with high‑frequency or tick‑level data and ability to extract actionable insights.
• Excellent communication skills for explaining concepts to non‑research stakeholders.

Required skills

• Python
• C++
• kdb+/q
• FIX protocol
• AWS
• Slurm
• Exasol