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- Tasks: Lead the development of high-frequency trading strategies and conduct quantitative research.
- Company: Join a globally renowned high-frequency trading firm and multi-strategy hedge fund.
- Benefits: Enjoy competitive pay, performance bonuses, and industry-leading benefits including childcare support.
- Why this job: Work with top talent in a collaborative, innovative environment that values autonomy and impact.
- Qualifications: Master's or PhD in a quantitative field; experience in HFT and strong analytical skills required.
- Other info: Full relocation support to New York or Europe; informal yet intellectually demanding culture.
The predicted salary is between 43200 - 72000 £ per year.
Job Description
Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund at the forefront of systematic and quantitative research. We are looking for exceptional senior quant researchers/traders to join our systematic trading strategies team in New York City, London or Europe.
Competitive compensation & performance-based bonuses
Your Role:
As a Senior Quantitative Researcher, you will lead the development and optimization of high-frequency trading strategies in traditional financial markets. You will work closely with world-class engineers, quants, and traders to solve complex real-time challenges using advanced quantitative techniques and cutting-edge technology.
Key Responsibilities:
- Develop and optimize systematic, high-frequency trading strategies.
- Conduct quantitative research to uncover market inefficiencies and improve model robustness.
- Collaborate with engineering teams to build scalable, low-latency trading systems.
- Leverage machine learning and statistical methods to enhance signal generation and performance.
- Mentor junior researchers and foster a culture of technical excellence and collaboration.
Who We’re Looking For:
- Exceptional candidates with an outstanding academic and professional track record.
- A degree (Master’s or PhD preferred) in a quantitative discipline (e.g., Mathematics, Physics, Computer Science) from a top-tier university.
- Proven experience developing successful quantitative models—ideally in HFT and/or transaction cost analysis.
- Strong analytical and innovative thinking skills, with demonstrated proficiency in numerical and statistical tools for signal development.
- Hands-on problem-solvers who thrive in a collaborative, meritocratic environment marked by intellectual rigor and informality.
- Proficiency in Python or C++, with an emphasis on high-performance computing and market microstructure.
Why Join?
- Work on cutting-edge strategies within a highly respected global trading firm.
- Join a collaborative, high-performance team of top-tier talent across quant, engineering, and trading.
- Competitive compensation, performance-based bonuses, and industry-leading benefits—including childcare support.
- Full relocation support to New York or Europe.
- An informal yet intellectually demanding culture that values innovation, impact, and autonomy.
For a confidential conversation, contact: tg@barclaysimpson.com
HFT Quant Researcher / Trader employer: Barclay Simpson
Contact Detail:
Barclay Simpson Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land HFT Quant Researcher / Trader
✨Tip Number 1
Network with professionals in the high-frequency trading space. Attend industry conferences, webinars, and meetups to connect with quants and traders who can provide insights and potentially refer you to opportunities at firms like ours.
✨Tip Number 2
Stay updated on the latest trends and technologies in quantitative finance. Familiarise yourself with machine learning techniques and market microstructure, as these are crucial for developing successful trading strategies in our environment.
✨Tip Number 3
Engage in practical projects that showcase your skills in Python or C++. Build your own trading models or contribute to open-source projects related to quantitative finance to demonstrate your hands-on experience and problem-solving abilities.
✨Tip Number 4
Prepare for technical interviews by practising coding challenges and quantitative problem-solving. Focus on areas relevant to high-frequency trading, such as algorithm design and statistical analysis, to impress during the interview process.
We think you need these skills to ace HFT Quant Researcher / Trader
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your academic achievements and relevant experience in quantitative research and high-frequency trading. Emphasise your proficiency in Python or C++ and any successful models you've developed.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative finance and your desire to work in a collaborative environment. Mention specific projects or experiences that demonstrate your analytical skills and problem-solving abilities.
Showcase Relevant Projects: If you have worked on any quantitative models or trading strategies, include them in your application. Provide details about the methodologies used and the outcomes achieved to showcase your hands-on experience.
Prepare for Technical Questions: Be ready to discuss your technical skills and knowledge during the interview process. Brush up on machine learning techniques, statistical methods, and market microstructure concepts that are relevant to high-frequency trading.
How to prepare for a job interview at Barclay Simpson
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative models and the specific techniques you've used. Highlight any successful strategies you've developed, especially in high-frequency trading, as this will demonstrate your capability to meet the firm's needs.
✨Demonstrate Problem-Solving Abilities
Expect to face complex real-time challenges during the interview. Prepare examples of how you've tackled difficult problems in the past, particularly those that required innovative thinking and collaboration with others.
✨Familiarise Yourself with Market Microstructure
Understanding market microstructure is crucial for this role. Brush up on key concepts and be ready to discuss how they relate to high-frequency trading strategies. This knowledge will show your depth of understanding and readiness for the position.
✨Prepare for Technical Questions
Since proficiency in Python or C++ is essential, be ready to answer technical questions or even solve coding problems during the interview. Practising common algorithms and data structures can help you feel more confident.