Quant Research

Overview

In this role you will help design and implement trading algorithms for a leading London prop trading and market-making desk. You’ll collaborate with the Head of Trading and the quant team to build scalable strategies and a new greenfield trading approach, primarily using Java with C++/Python as support. The position offers exposure to high-frequency trading in a fast, flat-hierarchy environment that prizes collaboration and execution speed. A strong impact comes from shaping cross-asset trading and driving growth in a dynamic, close-knit team.

Pay / Benefits

• high compensation
• hybrid working (2 days in office)
• flat hierarchy
• friendly environment

Responsibilities

• Design and develop new trading algorithms
• Contribute to a greenfield trading strategy
• Collaborate with Head of Trading and quant colleagues
• Engineer scalable, maintainable code in Java (with C++/Python as needed)
• Support rapid decision making in a flat, efficient structure
• Work on cross-asset trading initiatives

Key requirements

• Master’s in STEM or PhD from a top 40 university
• Quant strategy experience (not necessarily pure alpha generation)
• Experience in a buy-side firm
• Solid understanding of programming concepts; proficient coder

• collaborative
• driven by results
• efficient communicator
• Java
• C++
• Python

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