Quantitative Trader

p h3Senior Recruitment Consultant at Anson McCade - Specialising in Quant Finance Opportunities /h3 pMy client are a collaborative, research-driven proprietary trading firm specialising in bhigh-frequency and latency-sensitive strategies /b across bcash equities and futures /b markets. They combine cutting-edge technology, rigorous quantitative research, and deep market expertise to compete at the forefront of global electronic markets. /p pAt the firm, quantitative researchers and traders own their strategies end-to-end. They prioritise autonomy, meaningful responsibility, and transparency across teams. You will work closely with engineers and traders while maintaining full control of your research and trading pipeline. /p h3Role Overview /h3 pThey are seeking an experienced bQuantitative Trader /b to develop, optimise, and execute high-performance trading strategies. You will be responsible for managing the complete strategy lifecycle, from data ingestion and signal discovery to implementation, backtesting, and real-time deployment. /p pThis is a hands-on role for someone who thrives in a fast-paced environment, values collaborative exchange, and enjoys solving complex market problems. /p h3Responsibilities /h3 ul liResearch, design, and implement bhigh-frequency and low-latency trading strategies /b. /li liData collection feature engineering. /li liAlpha signal generation and evaluation. /li liStrategy modelling, backtesting, and performance optimisation. /li liProduction deployment and monitoring. /li liAnalyse market microstructure, identify new trading opportunities, and refine existing models. /li liCollaborate with developers to enhance tooling, infrastructure, latency performance, and stability. /li liContinuously monitor live strategies and respond to evolving market conditions. /li /ul h3Required Qualifications /h3 ul lib4+ years of hands-on experience /b in HFT strategy development and production trading at a proprietary trading firm, hedge fund, or market-making firm. /li liDemonstrated success in deploying bprofitable high-frequency or latency-sensitive strategies /b. /liliStrong programming skills in bC++ /b (preferred) or bPython / Java /b. /li liDeep understanding of bmarket microstructure /b, exchange protocols, and execution optimisation. /li liProven ability to conduct independent quantitative research and convert ideas into live trading systems. /li /ul h3Preferred Attributes /h3 ul liExperience working directly with low-latency infrastructure. /li liKnowledge of statistical modelling, time-series analysis, or machine learning techniques as applied to high-frequency data. /li liAbility to communicate clearly and collaborate effectively across trading and engineering teams. /li liSelf-driven, intellectually curious, and comfortable owning outcomes. /li /ul h3What They Offer /h3 ul liCompetitive compensation structure with performance-based upside. /li liEnd-to-end ownership of strategy research and execution. /li liA highly collaborative culture with no bureaucracy. /li liDirect access to world-class technical and data resources. /li liOpportunity to make a measurable impact on trading performance from day one. /li liThey will wait out lengthy non-competes and can offer compensation guarantees and sign-on bonuses. /li /ul h3Seniority level /h3 pMid-Senior level /p h3Employment type /h3 pFull-time /p h3Job function /h3 pFinance /p h3Industries /h3 pFinancial Services and Capital Markets /p /p #J-18808-Ljbffr