Quantitative Researcher - High‑Frequency & Crypto Markets

About the role

We are seeking a Quantitative Researcher to design and implement high‑frequency trading strategies focused on crypto and traditional markets. Based in London, you will work closely with engineers and traders to turn data‑driven insights into production‑grade trading systems.

Key responsibilities

• Research, prototype, and deploy high‑frequency trading strategies using market microstructure knowledge.
• Analyse large‑scale market data to identify inefficiencies and build robust models.
• Develop and maintain simulation and back‑testing tools that reflect real‑world trading conditions.
• Write and optimise production‑grade code for signal generation, execution logic, and infrastructure components.
• Collaborate with engineering, trading, and risk teams to ensure seamless integration and continuous performance monitoring.

Required profile

• Strong experience in high‑frequency or systematic trading, preferably in crypto or traditional markets.
• Advanced degree (MSc or PhD) in a quantitative discipline such as mathematics, statistics, physics, computer science, or engineering.
• Demonstrated ability to work with large datasets, real‑time pipelines, and cloud‑based research environments.
• Excellent problem‑solving skills, high attention to detail, and a continuous‑improvement mindset.

Required skills

• Python programming.
• Proficiency in at least one compiled language (Rust, C++, or Go).
• Version control with Git.
• Linux/Unix environment familiarity.
• Containerisation using Docker.

What we offer

• Relocation support for candidates moving to London.