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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 online communities and forums related to quantitative research and trading. Platforms like QuantConnect or QuantInsti can be great places to share your work, learn from others, and showcase your skills to potential employers.
✨Tip Number 4
Consider contributing to open-source projects or creating your own quantitative models. This not only enhances your coding skills but also demonstrates your initiative and ability to apply theoretical knowledge in practical scenarios, making you a more attractive candidate.
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 or trading. Emphasise any specific projects or roles that demonstrate your skills in high-frequency trading and the use of Python or C++.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative finance and your understanding of systematic trading strategies. Mention how your background aligns with the company's goals and culture, and provide examples of your problem-solving abilities in collaborative environments.
Showcase Relevant Skills: Clearly outline your proficiency in numerical and statistical tools, as well as your experience with machine learning techniques. Highlight any successful quantitative models you have developed, particularly in HFT or transaction cost analysis.
Prepare for Technical Questions: Anticipate technical questions related to quantitative methods, market microstructure, and programming. Be ready to discuss your previous work and how you approached complex challenges in your field. This will demonstrate your analytical thinking and problem-solving skills.
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 contribute effectively.
✨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 when faced with these challenges.
