Quantitative Researcher – Systematic Digital Assets

We are working with one of the leading quantitative trading teams in digital assets to hire an exceptional Quantitative Researcher .

This is a research role for someone who wants their work to have an immediate impact on live trading.

You will work alongside experienced quantitative researchers and portfolio managers, researching new sources of alpha across highly electronic markets and improving sophisticated systematic strategies already deployed in production.

The environment combines the intellectual depth of a top quantitative research team with the speed and complexity of global crypto markets operating 24/7 across multiple trading venues .

The research

Depending on your background, your work may span:

1. Researching short-horizon predictive signals from high-frequency market data
2. Developing and improving pricing, quoting and trading models
3. Analysing order books, trades, liquidity and market microstructure
4. Identifying structural and statistical inefficiencies across fragmented electronic markets
5. Developing systematic alpha signals and testing their robustness across regimes
6. Performing detailed execution and post-trade analysis
7. Understanding where live strategies make and lose money and developing improvements
8. Building sophisticated backtesting, alpha research and analytical frameworks
9. Taking promising research from initial hypothesis through validation and ultimately live deployment

You will work with large, noisy datasets where small improvements in modelling, execution or signal quality can have a direct and measurable impact on trading performance.

This is not academic research for its own sake. Research is expected to make it into production.

Who we are looking for

We are interested in exceptional quantitative researchers with 3+ years of relevant experience in areas such as:

1. High-frequency trading
2. Systematic trading
3. Electronic market making
4. Statistical arbitrage
5. Execution research
6. Market microstructure
7. Quantitative proprietary trading

You should have:

1. A very strong quantitative foundation in statistics, probability, modelling and data analysis
2. Excellent research instincts and the ability to distinguish genuine signal from noise
3. Strong programming ability, particularly in Python , with SQL or other languages highly valuable
4. Experience working with high-frequency or large-scale market datasets
5. Strong understanding of order-book dynamics and electronic exchange mechanics
6. The ability to formulate hypotheses, build rigorous tests and translate successful research into production
7. A track record of making meaningful contributions to live systematic strategies

An advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering or another highly quantitative discipline is strongly preferred.

The bar is high

This role is aimed at candidates who can demonstrate exceptional quantitative and technical ability , not simply experience carrying a Quantitative Researcher title.

The strongest candidates will be able to explain:

1. Alpha signals they personally researched or materially improved
2. The economic or market-structure intuition behind those signals
3. How they tested robustness and avoided overfitting
4. The holding periods and data frequencies they have worked with
5. Their contribution to live strategy performance
6. How research changed once exposed to real execution costs, liquidity and market impact

Experience at a leading systematic fund, proprietary trading firm or electronic market maker will be particularly valuable.

Crypto experience?

Direct digital-asset experience is advantageous, but it is not essential.

We are equally interested in outstanding researchers from traditional HFT, market making and systematic trading backgrounds whose expertise can transfer naturally into crypto markets.

What matters is a deep understanding of alpha, data and electronic markets .

Why this opportunity is different

You will join a highly successful, technically sophisticated quantitative investment team operating across a large number of global digital-asset venues.

Researchers sit close to live trading and work directly with senior investment professionals. There are no layers separating research from its commercial impact: strong ideas can move rapidly from a notebook into production.

The culture is highly meritocratic. Responsibility and reward are driven by the quality and impact of your work rather than tenure.

For an exceptional researcher, this is an opportunity to work on some of the most interesting problems in modern electronic markets with the data, infrastructure and capital to test those ideas properly.

London-based, full-time position.