Senior Quantitative Trader - Systematic Trading

Systematic Trading | Quantitative Research & Alpha Generation

Location: London, United Kingdom
Sector: Hedge Funds / Proprietary Trading / Quantitative Investment Management
Specialism: Systematic Trading, Alpha Research & Execution
Seniority: Senior Individual Contributor / Lead / Portfolio Manager Level
Compensation: Competitive base, performance-linked remuneration and potential profit participation, subject to the employing firm's structure

Overview

S.2 is interested in connecting with exceptional quantitative trading professionals who have demonstrated the ability to research, develop and deploy profitable systematic trading strategies. The focus is on individuals operating at the intersection of advanced mathematics, statistical modelling, financial markets and technology, professionals whose work translates research into measurable trading performance.

Of particular interest are quantitative traders with demonstrable experience in alpha generation, portfolio construction, market microstructure and the development of robust, scalable trading strategies. The position requires a high degree of intellectual independence, technical sophistication and commercial accountability.

Key Responsibilities

• Research, design and implement systematic trading strategies across relevant financial instruments and asset classes.

• Identify and exploit statistical relationships, pricing inefficiencies and repeatable market opportunities.

• Develop predictive models and quantitative signals using advanced statistical, mathematical and computational techniques.

• Build, test and refine trading strategies using rigorous backtesting, simulation and live performance analysis.

• Optimise portfolio construction, capital allocation, position sizing and risk adjusted returns.

• Analyse transaction costs, market impact, liquidity and execution efficiency.

• Collaborate with quantitative researchers, developers and trading infrastructure specialists to improve research and production systems.

• Monitor live trading performance, investigate strategy deterioration and adapt models to evolving market conditions.

• Contribute to the development of proprietary research methodologies, analytical frameworks and systematic investment capabilities.

Candidate Profile

We are particularly interested in professionals with:

• Substantial experience in quantitative trading, systematic research or quantitative portfolio management.

• A demonstrable track record in the development and deployment of live trading strategies.

• Advanced proficiency in Python, C++ or comparable programming languages used in quantitative financial environments.

• Strong understanding of probability, statistics, time-series analysis, optimisation and numerical methods.

• Experience in alpha research, statistical arbitrage, market making, momentum, relative value or other systematic strategies.

• Detailed knowledge of backtesting methodologies, overfitting risks, transaction-cost modelling and realistic performance measurement.

• Familiarity with sophisticated risk management, portfolio construction and execution techniques.

• Strong analytical discipline and the ability to translate original research into commercially viable trading strategies.

An advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering or another highly quantitative discipline would be advantageous.

Areas of Particular Interest

We are interested in individuals with specialist knowledge across one or more of:

• High-frequency or medium-frequency trading

• Statistical arbitrage and market-neutral strategies

• Systematic equities, futures, FX or digital assets

• Quantitative market making and liquidity provision

• Machine learning applied to financial markets

• Alpha signal development and portfolio optimisation

• Electronic execution and market microstructure

What Distinguishes the Right Individual

• Technical excellence is expected. Genuine differentiation comes from the ability to convert research into repeatable trading outcomes.

• We place particular value on intellectual originality, disciplined experimentation, independent thinking and a demonstrated understanding of what creates sustainable trading edge.

• Whether operating as an established quantitative trader, senior researcher or portfolio manager, individuals should be able to demonstrate meaningful ownership of their strategies and commercial contribution.

A Private Introduction

S.2 advises across specialist financial markets, quantitative trading and private talent intelligence. Our interest extends beyond visible career histories to the individuals developing the strategies, systems and capabilities that create genuine competitive advantage. We welcome discreet introductions from senior quantitative professionals who value informed, confidential and selective discussions.

Confidential expressions of interest are welcomed.