Albert Bow
Quantitative Researcher

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Quantitative Researcher
Quantitative Researcher | MFT/HFT | London (Remote for top applicants) £250k + PnL
We’re seeking an experienced Quantitative Researcher to drive research, modelling, and alpha generation for HFT strategies. You will design, test, and iterate ultra-low-latency statistical models and signal-generation techniques, working closely with engineers and traders to deploy production-ready strategies.
Why this is different The firm is not looking for run-of-the-mill candidates, they want researchers who are currently running live strategies and are ready to move into and build their own desk.
Minimum 2 years trading live strategies
Key responsibilities Develop microstructure-aware alpha and execution strategies for HFT or MFT. Build predictive and inventory-management models using statistical and ML methods. Design realistic backtests (market impact, latency) and monitor/assess live performance and risk. Partner with low-latency engineers to productionize models and maintain reproducible research pipelines.
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.
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Graduate Consultant — 2026 Scheme
Why you're a good match
StrongYour 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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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.
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.
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.
Required qualifications Advanced degree (PhD/MSc) or strong BS in a quantitative field with research experience. 3+ years in HFT/market-microstructure research or equivalent low-latency trading experience. Python plus at least one production language (C++, Rust, Java). Deep knowledge of market microstructure, order books, execution, and latency. Experience with tick-level data and robust backtesting frameworks. Strong statistics, time-series, and probabilistic modelling skills; proven ability to productionize research.


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Preferred qualifications: Prior experience deploying strategies in live automated trading. Familiarity with reinforcement learning or advanced ML applied to trading. Experience with cloud and on-prem data infrastructure, real-time data feeds, and message buses.
What we offer! Competitive compensation: £250k + PnL + equity. Fast-paced, collaborative environment with ownership of research through deployment. Access to high-quality market data and state-of-the-art infrastructure.
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