Quantitative Analyst – Mid‑Frequency Trading (London)

About the role

We are a global, technology‑driven trading firm focused on digital asset markets. As a Quantitative Analyst you will develop and deploy mid‑frequency systematic strategies across traditional and digital asset markets, working closely with trading and engineering teams.

Key responsibilities

• Design, implement and optimise mid‑frequency trading strategies (seconds to multi‑day horizons).
• Build predictive models to capture market inefficiencies in digital assets.
• Analyse high‑frequency and tick‑level data to uncover alpha signals and micro‑structure patterns.
• Conduct rigorous back‑testing, simulation and performance optimisation.
• Collaborate with engineering to improve execution, connectivity and system performance.
• Scale and iterate strategies across multiple electronic venues.

Required profile

• Proven experience developing systematic trading strategies with demonstrable performance.
• Strong academic background in Mathematics, Statistics, Computer Science, Engineering or related field.
• Interest in applying quantitative techniques to digital asset markets.
• Collaborative mindset and strong problem‑solving abilities.

Required skills

• Python programming.
• C++ (or other low‑level language) – a plus.
• Statistical modelling, time‑series analysis and market microstructure knowledge.
• Familiarity with exchange connectivity, APIs and electronic trading systems.

What we offer

• Opportunity to work in a high‑growth segment of global markets.
• Direct impact on trading performance and strategy development.
• Collaborative, technology‑focused environment.