Senior Quantitative Developer / Researcher

Company: Charles Levick Limited
Apply for the Senior Quantitative Developer / Researcher
Location: London
Job Description:

Charles Levick have partnered with a a leading proprietary High Frequency Trading firm undergoing significant growth across its platform.

High Frequency Trading | Equities & FX | London

We’ve been exclusively mandated to find a high‑calibre Senior Quant Developer / Researcher to take ownership of a designing, developing and deploying alpha-generating trading strategies across high-frequency Equities and FX markets.

This is a role for someone who wants real autonomy, capital backing, and the ability to scale a strategy, not just manage risk within tight constraints.

Key Responsibilities

  • Research and develop systematic trading strategies across Equities and FX markets.
  • Design predictive models using large-scale market and alternative datasets.
  • Build robust research infrastructure and quantitative libraries.
  • Develop ultra-low latency models suitable for live trading environments.
  • Analyse order book dynamics, execution quality and market microstructure.
  • Backtest, validate and optimise systematic trading strategies.
  • Work closely with traders and technology teams to deploy production‑ready models.
  • Continuously improve existing strategies through statistical analysis and machine learning techniques.
  • Monitor live performance and identify opportunities to improve profitability.
  • Contribute new ideas for alpha generation across global electronic markets.

What We’re Looking For

  • Strong academic background in Mathematics, Statistics, Physics, Computer Science, Engineering or a related quantitative discipline.
  • Proven experience working within a proprietary trading firm, hedge fund or HFT environment.
  • Demonstrable experience researching or developing systematic strategies across Equities or FX.
  • Excellent understanding of market microstructure and electronic trading.
  • Strong programming skills in Python and C++ (or equivalent low‑level language).
  • Experience working with large financial datasets and statistical modelling.
  • Strong knowledge of probability, optimisation, stochastic processes and machine learning techniques.
  • Experience building scalable research tools and production systems.
  • Ability to independently generate research ideas and validate hypotheses.
  • Excellent communication skills with the ability to collaborate across research, trading and engineering teams.

Message me directly or email to discuss confidentially.

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Posted: July 12th, 2026