Quantitative Researcher (HFT Futures)

Company: A leading proprietary trading firm specialising in high-frequency and systematic trading across global futures markets.

Location: London, United Kingdom.

Brief: A top-performing HFT trading team is seeking a C++ Algorithm Developer/Quantitative Researcher to work on latency-sensitive trading strategies across liquid futures markets. The role sits at the intersection of quantitative research, machine learning, and high-performance systems engineering.

Responsibilities:

• Research, develop, and optimise quantitative trading strategies for high-frequency futures trading.
• Design and implement low-latency C++ trading and research infrastructure, with a focus on performance, robustness, and scalability.
• Apply statistical and machine learning techniques to model market microstructure, price dynamics, and short-horizon signals.
• Perform feature engineering using high-resolution market data (order book, trades, derived microstructure features).

Requirements:

• Professional experience in quantitative research, algorithmic trading, or low-latency systems development.
• Strong academic background with further education in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or Statistics. PhD is preferred.
• Excellent C++ skills with a strong understanding of performance optimisation, memory management, and multithreading.
• Demonstrated experience in machine learning techniques applied to time-series or microstructure data (e.g. linear models, tree-based methods, neural networks, regularisation).