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 ❯
McGregor Boyall are partnered with a market-leading, quant-driven tech hedge fund looking for C++ talent across multiple teams within trading and market execution. The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter … implementing sophisticated order execution algorithms, and collaborating with quants to deploy new trading strategies. Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see … of experience with Python - Experience working with systems processing high volumes of data (terra or petabyte-scale) - Extensive expertise with at least ONE of: fixed income, marketmaking, algo/eTrading, connectivity, execution, high frequency trading Nice to have: - Prior experience working for a leading systematic trading company - Excellent academics at the post-grad level McGregor Boyall 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 ❯