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Durlston Partners

Quantitative Researcher

London
Posted about 10 hours ago
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We're Hiring — HFT Quant | Tier-1 Proprietary Trading Firm

We're partnered with a leading global proprietary trading firm hiring HFT Quants to join one of their core high-frequency trading teams. This is an excellent opportunity to join a top-performing, latency-sensitive business with world-class infrastructure, deep capital, and a strong engineering and research culture.

About the Role

As an HFT Quant, you'll be responsible for researching, developing, and refining high-frequency trading strategies. You'll work at the intersection of research, trading, and low-latency engineering — building signals, improving execution, and driving measurable PnL in a highly competitive environment.

The firm is open across asset classes — including equities, ETFs, futures, options, FX, and commodities — depending on your background and interest.

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

Start with a chat, not a search bar

Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.

P

Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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It searches the market for you

Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.

Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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Strong

Only hits

No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.

Key Responsibilities

  • Research, develop, and deploy high-frequency trading strategies
  • Build and refine alpha signals, execution logic, and risk controls
  • Work closely with low-latency engineers to optimise model performance in production
  • Analyse market microstructure, order book dynamics, and execution behaviour
  • Use large, high-resolution datasets to identify and validate trading opportunities
  • Take ownership of live strategy performance and contribute directly to PnL

About You

  • Strong academic background — MSc or PhD in a quantitative discipline (Maths, Physics, CS, Statistics, Engineering, or similar) from a top university
  • 1–7+ years of experience as an HFT Quant, Quant Researcher, or Quant Trader at a prop firm, hedge fund, or market maker (firm open on seniority — junior through senior considered)
  • Strong programming skills (C++ and/or Python)
  • Deep understanding of market microstructure and order book dynamics
  • Comfortable working with very large, high-frequency datasets
  • Sharp analytical thinking, strong intuition for latency and execution, and strong engineering mindset
  • Track record of building strategies that have generated live HFT PnL is a strong plus
  • Highly motivated, collaborative, and thrives in a fast-moving, competitive environment

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Location

Multiple offices globally — open to discussion based on candidate location and strategy focus.

Compensation

Highly competitive base + performance-driven bonus structure, among the best in the industry.

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Skills

C++
Python
Market Microstructure
Order Book Dynamics
Quantitative Research
High-Frequency Trading
Alpha Signal Generation
Low-Latency Engineering
Risk Controls
Data Analysis

Location

London, England, United Kingdom

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