At a Glance
- Tasks: Design and develop alpha-generating trading strategies in high-frequency Equities and FX markets.
- Company: Leading proprietary High Frequency Trading firm with a focus on innovation.
- Benefits: Autonomy, capital backing, and opportunities for strategy scaling.
- Other info: Collaborative culture with excellent growth potential and dynamic challenges.
- Why this job: Make a real impact in trading with cutting-edge technology and research.
- Qualifications: Strong background in quantitative disciplines and experience in trading environments.
The predicted salary is between 60000 - 80000 £ per year.
Charles Levick have partnered with a a leading proprietary High Frequency Trading firm undergoing significant growth across its platform.
High Frequency Trading | Equities & FX | London
We’ve been exclusively mandated to find a high‑calibre Senior Quant Developer / Researcher to take ownership of a designing, developing and deploying alpha-generating trading strategies across high-frequency Equities and FX markets.
This is a role for someone who wants real autonomy, capital backing, and the ability to scale a strategy, not just manage risk within tight constraints.
Key Responsibilities
- Research and develop systematic trading strategies across Equities and FX markets.
- Design predictive models using large-scale market and alternative datasets.
- Build robust research infrastructure and quantitative libraries.
- Develop ultra-low latency models suitable for live trading environments.
- Analyse order book dynamics, execution quality and market microstructure.
- Backtest, validate and optimise systematic trading strategies.
- Work closely with traders and technology teams to deploy production‑ready models.
- Continuously improve existing strategies through statistical analysis and machine learning techniques.
- Monitor live performance and identify opportunities to improve profitability.
- Contribute new ideas for alpha generation across global electronic markets.
- What We’re Looking For
- Strong academic background in Mathematics, Statistics, Physics, Computer Science, Engineering or a related quantitative discipline.
- Proven experience working within a proprietary trading firm, hedge fund or HFT environment.
- Demonstrable experience researching or developing systematic strategies across
- Equities or FX
- Excellent understanding of market microstructure and electronic trading.
- Strong programming skills in
- Python and
- C++
(or equivalent low‑level language).
- Experience working with large financial datasets and statistical modelling.
- Strong knowledge of probability, optimisation, stochastic processes and machine learning techniques.
- Experience building scalable research tools and production systems.
- Ability to independently generate research ideas and validate hypotheses.
- Excellent communication skills with the ability to collaborate across research, trading and engineering teams.
Message me directly or email to discuss confidentially.
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Senior Quantitative Developer / Researcher in London employer: Charles Levick Limited
Charles Levick Limited is an excellent employer, offering a dynamic work environment where innovation and strategic thinking are highly valued. With a strong focus on employee growth and development, you will have the opportunity to shape the future of intraday power trading while benefiting from the support of a well-established organization in the CWE markets. The collaborative culture fosters teamwork and encourages creative solutions, making it a rewarding place for professionals looking to make a significant impact.
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