Founding Quantitative Trader

Signal Research, Strategy Build, and Live Execution

London (based in the West End), full-time.

The opportunity

I’m working with a client at the cutting edge of applied AI and markets. Think of it as a research lab with a trading engine attached: the firm builds brain-inspired predictive models, drawing on cognitive and neuroscience principles alongside machine learning, and runs them live in fast-moving markets. Trading profits fund a much bigger research ambition. The business is backed by well-known venture investors and has genuine aspirations beyond finance, into robotics, wearables and autonomous systems further down the line.

The role

The firm is already trading live, with several strategies running in production and a small but senior research bench built out since they started. This hire adds real depth to that team. You’ll work hand in hand with the founders, researchers and traders to develop, build and run strategies, taking full ownership from initial signal through to live execution.

What you’ll be doing

• Building predictive models for short-horizon alpha across markets and instruments
• Designing execution and market-making approaches focused on fill quality and cost
• Owning the full journey from research idea to live, risk-managed strategy
• Running real-time risk, monitoring and controls on live positions
• Applying statistical and ML techniques to fast, high-frequency data streams
• Working hands-on with exchange connectivity and live market data

Early priorities

• Taking a research idea from backtest into live trading at real size
• Sharpening existing live strategies: better signals, tighter execution, lower costs
• Improving the research and backtesting tools the team relies on
• Widening coverage into new markets or instruments

These will shift as priorities evolve. You’ll have real input into what comes next.

Who they’re looking for

Backgrounds that tend to fit: Top tier 1 trading firms. The pedigree matters less than the substance: you’ve built something that traded real capital, and you genuinely understand how markets work at the microstructure level. Must be coming from elite university.

What stands out to them

• A track record of models or strategies that have traded live with real P&L
• Strong command of market microstructure and order-book behaviour
• Rigorous research instincts, honest about overfitting, regime shifts and costs
• Comfortable acting decisively without perfect information
• Wants genuine ownership rather than a narrow, boxed-in mandate

Technical profile

• Quant research and systematic or automated trading experience
• Solid grounding in microstructure and order-book dynamics
• C++ for latency-critical work, Python for research
• Statistical and ML methods applied to streaming time-series
• Comfortable with FIX and live exchange data feeds
• A strong postgraduate degree in a quantitative field is common though not essential
• A plus: experience with execution algorithms or market making

Why this stands out

• Genuine founding-level influence over how the firm trades and researches
• A live system in real markets with immediate feedback
• Direct access to a strong, senior founding team
• The chance to build edge from scratch, not just maintain someone else’s
• Small, high-calibre team with real autonomy and a high bar

Package

~£200k base salary, performance-linked bonus, and meaningful founding equity. This is a genuinely early hire, so the upside is real.

Next step

Send your CV and, if you have one, a GitHub link or a short note on a trading or ML project you’re proud of, to me directly.

The team

Small and dense, with strong pedigree: senior professionals from leading trading firms, alongside graduates and postgraduates from top global universities. High trust, high autonomy, low bureaucracy, and a genuinely high bar.