We're seeking a Quant to join a specialist Rates/e-trading team in London. You will work between quant research, market-making strategy, and automated trading platform development. You'll be part of a small, high-impact team that collaborates with traders to deliver measurable results in PnL performance, without carrying individual book risk. This … is a hands-on role working directly to influence trading and market-making capabilities in rates products across multiple currencies. Key Responsibilities Partner with the swaps desk to design and implement short-medium term trading signals across products such as Eurodollar, Scandinavian, Swiss, and select G3 currencies Create alpha-generating market-making metrics and … trading signals, ideally within Rates Proficiency in Python; Java knowledge a strong plus Strong background in tick-data analysis and implementation of trading models Understanding of market-making analytics and the design of trading performance metrics Familiarity with interest rate markets (highly advantageous and accelerates interview process) Ability to work closely with traders, engineers, and quants in More ❯
GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading proprietary trading and marketmaking firm with a strong high-frequency trading (HFT) presence, is seeking a Quantitative Researcher to join their London office. This is a unique opportunity to work alongside world-class traders, technologists, and researchers … machine learning techniques, and mathematical modeling to large, complex datasets. Collaborate closely with trading and technology teams to implement and optimize models in live trading environments. Continuously research market microstructure and dynamics to refine and improve current approaches. Requirements: Completed PhD in a highly quantitative field (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics). Strong programming skills in … ability to work effectively in a collaborative, fast-paced environment. Why Join: Opportunity to work on high-impact research with immediate application in high-frequency and marketmaking strategies. Collaborate with top-tier professionals in a stimulating and intellectually challenging environment. Competitive compensation package with performance-based rewards. Access to state-of-the-art technology and infrastructure More ❯
Rates products Build robust low-latency Java systems and trading infrastructure Collaborate with traders, quants, and technologists to translate ideas into production-ready solutions Monitor and refine strategy performance, making real-time adjustments when required Conduct research into trading opportunities, market inefficiencies, and performance improvements Drive continuous improvement of platform resilience, usability, and efficiency Develop and maintain … directly with user feedback to improve systems and strategies Key Requirements Strong Java development skills, ideally in low-latency/high-performance systems Solid understanding of systems design, market microstructure, and electronic execution Degree in Computer Science, Mathematics, Physics, or related quantitative field Direct exposure to Rates or Fixed Income markets (cash and/or derivatives) Strong problem … with multiple asset classes beyond Rates (FX, futures, options, equities) Knowledge of distributed systems, cloud platforms, or KDB/time-series databases Familiarity with risk management, market-making, or financial regulations (e.g., MiFID II) Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates More ❯
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
london (city of london), south east england, united kingdom
Durlston Partners
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Responsibilities : Design and implement predictive quantitative trading marketmaking as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts to improve signals … and optimise parameters through back testing, across a wide range of trading products and technologies. Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets. Run simulations and model market for both liquid and illiquid assets. Improve and maintain supporting infrastructure in Python More ❯
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. More ❯
london (city of london), south east england, united kingdom
Thurn Partners
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. More ❯
Company: Globally leading market-making proprietary trading firm. Location: London, United Kingdom. Responsibilities: Research, design, and implement high-frequency trading strategies in FICC markets. Extract signals from large scale market data to find alpha opportunities. Work closely with developers and traders to deploy models into production. Continuously optimise models for performance and robustness once live. More ❯
systematic or high-frequency context. Hands-on programming experience in at least one of: Python, SQL, C++, Java, or C# . Proven track record of systematic marketmaking , ideally at higher frequencies. To hear more details please apply to this position or contact Ben Mortimore at Anson McCade. Job Reference: AMC/BMO/CRB01 Reference: AMC More ❯
