Algorithmic Trading Researcher

Our client is a leading organisation specialising in quantitative trading and algorithmic strategies. The organisation fosters a collaborative and innovative culture, providing cutting-edge infrastructure and data support to empower professionals in developing sophisticated trading systems. This role involves engaging in core areas of trading execution and strategy development, with a focus on microstructure signals and algorithm optimization. It is a vital position that directly influences the effectiveness and efficiency of the company’s trading activities.

Role Overview:
The Algorithmic Trading Researcher is responsible for designing, developing, and optimizing automated trading algorithms, analysing market microstructure, and continuously iterating strategies based on real-time performance. This role plays a key part in enhancing trading outcomes by leveraging advanced statistical, machine learning, and control theory techniques within a high-frequency trading environment.

Key Skills & Experience:
• Strong quantitative background with an undergraduate degree or higher in a relevant field (e.g., computer science, electronic engineering, mathematics, financial engineering)
• At least 2 years of experience in algorithmic trading, high-frequency trading, or related areas
• Deep understanding of market microstructure and trading systems
• Proficiency in Python and solid skills in compiled languages
• Familiarity with high-frequency data processing tools and libraries
• Passionate about quantitative and algorithmic trading with logical, analytical, and problem-solving skills
• Ability to learn quickly and adapt to evolving trading strategies

Key Responsibilities:
• Develop and optimise automated trading algorithms employing probabilistic, machine learning, and control theories
• Analyze market microstructure and high-frequency L3 data to identify short-cycle predictive signals
• Conduct transaction cost analysis, monitor and evaluate live trading performance, and lead iterative strategy improvements
• Collaborate on system optimization and enhance backtesting infrastructure to ensure alignment between simulation and live execution
• Maintain high standards of data analysis, modelling, and code quality to support ongoing research and development

Requirements:
• Bachelor’s degree or higher from a reputable university in a relevant discipline
• Minimum of 2 years hands-on experience in algorithmic or high-frequency trading
• Strong programming skills in Python and compiled languages
• Proven knowledge of market microstructure and trading infrastructure
• Right to work in the required location(s) or willingness to relocate
• Willing to work on-site in a permanent capacity starting from February 6, 2026

Interested candidates with a strong quantitative background and relevant experience are encouraged to apply to join a dynamic team pushing the boundaries of high-frequency trading innovation.