Job Title: Quantitative Trader (MFT/HFT)

Location: Worldwide (in global offices)

Team: Trading

Type: Full-Time

About the Firm

Our client is a leading global quantitative trading firm specialising in high-performance, fully automated trading strategies across traditional asset markets. They combine cutting-edge research, high-speed systems, and a scientific approach to develop profitable trading models deployed across global exchanges.

Role Overview

We're working with a leading quant trading firm to find an experienced Quantitative Trader to join their medium-frequency and high-frequency trading team, covering markets such as Fixed Income, Rates, Credit, ETFs, and Equities. The ideal candidate has live strategies already trading profitably in one or more of these asset classes, with a strong understanding of market microstructure, market-making, latency-sensitive execution, and/or predictive modelling.

You'll collaborate with world-class quants and engineers to scale and optimise your strategies on the firm's global infrastructure.

• Deploy and manage live MFT or HFT trading strategies across Fixed Income, Rates, Credit, ETF, and/or Equity markets
• Conduct research on price dynamics, liquidity patterns, trade flow, and cross-venue opportunities
• Work with engineering teams to optimize latency, execution performance, and system robustness
• Monitor strategy behavior, risk exposure, and reconcile PnL in real-time
• Continuously improve models through statistical analysis, feature refinement, and experimentation
• Develop new strategies leveraging market microstructure insights, predictive models, or arbitrage logic
• Ensure all strategies meet internal compliance, risk, and reliability requirements

Required Qualifications

• Proven track record: a live, profitable trading strategy in MFT or HFT environments across Fixed Income, Rates, Credit, ETFs, or Equities
• Strong background in quantitative research, algorithmic trading, or systematic strategy development
• Expertise in at least one programming language: Python, C++, Rust, or Java
• Deep understanding of market microstructure, order types, liquidity behavior, and exchange/venue connectivity relevant to your asset class
• Experience with low-latency systems, colocation, smart order routing, or exchange connectivity
• Comfort with statistical modeling, time-series analysis, and data-driven decision making
• Ability to work independently and deliver results in a competitive, fast-moving environment

Preferred Qualifications

• Prior experience in a prop-trading firm, HFT shop, market maker, or bank trading desk
• Exposure to cross-venue arbitrage, ETF creation/redemption mechanics, curve trading, or credit relative value
• Experience with high-throughput systems, FPGA, kernel-level optimizations, or similar performance work
• Knowledge of risk-neutral pricing, micro-alpha models, or reinforcement-learning-based strategy design

What's on Offer

• Competitive compensation with performance-based payouts
• Access to global exchange connectivity and advanced infrastructure
• A collaborative, research-driven culture with strong engineering support
• Freedom to scale strategies and explore new markets
• Opportunity to work anywhere in the world