Intraday Quantitative Researcher - Equities - eFinancialCareers : Job Details

Intraday Quantitative Researcher - EquitiesLocation: London

A leading systematic trading firm is seeking an experienced Intraday Quantitative Researcher to join their equities team. This role offers the opportunity to develop, enhance, and implement high-frequency and intraday trading strategies within a research-driven environment.

Why Join?

This firm has established itself as a powerhouse in systematic investing, leveraging cutting-edge technology, vast data sets, and sophisticated models to generate consistent alpha. With a strong infrastructure, deep research culture, and a focus on innovation, the firm provides an excellent platform for quants looking to push the boundaries of intraday trading in equity markets.

Key Responsibilities:

• Develop and refine intraday and high-frequency alpha signals within equity markets.
• Conduct rigorous statistical research and backtesting to validate strategies.
• Collaborate with portfolio managers, data scientists, and engineers to optimise execution and trading models.
• Work with large-scale data sets to extract meaningful patterns and insights.
• Improve execution efficiency and market impact modelling for live trading strategies.

Requirements:

• 5+ years of experience in quantitative research, preferably within intraday or high-frequency equities trading.
• Strong academic background-Master's or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Engineering, or related).
• Advanced programming skills in Python or C++ for research and implementation.
• Deep understanding of market microstructure and execution algorithms.

This is an excellent opportunity for a skilled quant looking to join a high-performing team at a firm that prioritises research, technology, and performance-driven innovation. If you are interested in learning more, feel free to apply.