Quantitative Researcher

Quantitative Researcher

Overview

🏢 Company | Privately funded investment group with its own trading arm. Founder-owned, no outside investors.

👤 Position | Quantitative Researcher (systematic futures), with a path to Chief Trader

🎯 Impact | Live signal research, strategy release testing, capital scaling rules.

📏 Size | circa 10 people in the R&D team

🌟 Skills | Systematic strategy design, futures trading, statistics, backtest validation, Python / C++ / OCaml (your call)

📍 Location | London or London-reachable

💻 Hybrid | Home-based, with the R&D team together in London bi-monthly

💰 Offer | up to £120,000 base + profit share bonus (0 to 100% of base)

💎 Benefits | A quarter of the group's profit, after retained capital, goes into an employee pool everyone shares in, with individual awards of up to 100% of base. 31 days' holiday plus bank holidays and your birthday off, healthcare, and a personal dealing policy that lets you keep running your own systematic strategies with no trade-by-trade pre-approval.

The Role

What happens to a well-built trading platform when nobody on the team has traded for a living?

You get to answer that. In under two years this founder-funded group has built a live futures platform from scratch, running at around 30 microseconds of internal latency before any serious optimisation. The engineering is done properly. What's missing is trading experience, and that's what you bring.

You'll report to the engineer who built the platform, with nobody else above you. What you decide gets traded. You'll find and prove signals in live markets, specify the order book simulator that gates every strategy release, and set the rules for scaling capital. The org chart has a Chief Trader seat under your manager that nobody fills yet.

The team tests everything, published research included. They tried to reproduce around fifteen neural network papers on short-horizon futures forecasting and couldn't make one hold up. Late working is your choice here, not an expectation.

What makes you a great fit:

• You've designed systematic strategies, ideally on futures inside a trading firm, coded and tested them yourself, and run some live.
• You know futures trading in practice, ideally on CME: contract specs, margin, notional exposure, rolls and P&L.
• You know exactly why backtests flatter strategies, from look-ahead bias and overfitting to unrealistic fills and regime change, and you have the statistics to tell a real signal from noise.

You're comfortable owning your work end to end in a very small team. And the language is up to you: Python, C++ and OCaml all work here, and a functional-programming background is as welcome as a conventional one.

The broader technical team uses: C++, Python, FIX, a custom low-latency trading database and dedicated US-hosted hardware.

📅 Interview Process | CV Review > Screening call with us > Values and track-record call with C)) and CTO > Deep-dive with the leadership team > Offer. No more than 15 working days from first interview to decision, with feedback within a day of each stage.

Click Apply for the full brief. We'll share the client name and landing page once we've had a confidential chat.