Quant Researcher Latency Driven Trading

As a Quant Researcher in a latency-driven trading environment, you will advance high-performance platforms that power a global prop trading operation. You collaborate with a tight-knit, tech-first team to build scalable, low-latency research and execution routes. You’ll tackle challenging problems at the intersection of math, finance, and engineering, delivering robust, open-source solutions. This role offers the chance to impact trading outcomes directly while working in a collaborative, high-caliber culture in London.

• no limit on basic salary
• potential pnl share options
• relaxed open culture
• London-based
• open dress code

• Develop and extend latency-aware trading platforms and routes to market
• Contribute hands-on across the stack from algorithms to application layer and infrastructure
• Hack, evangelise, and evangelize platforms to improve performance and scalability
• Collaborate with cross-functional teams in a demanding, jack-of-all-trades environment
• Operate and maintain system components (servers, Linux, virtualization, networking) to support low-latency trading

• Experience in a prop fund or bank
• Understanding of sub-1 second latency environments
• PhD in Computer Science or Statistics
• Proficiency in Python and C++ (or opensource stack)
• Some experience with trading risk
• Hands-on, multi-disciplinary engineer capable of working across system layers
• Mathematician with an interest in finance
• Self-motivated with appetite for delivering complex solutions

• Bright, problem-solving mindset
• Hands-on, pragmatic approach
• Ability to work under demanding conditions
• Python
• C++
• Open-source software