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Lead Quant Researcher - Monetisation, London (City of London)
Client: Augmentti
Location: London (City of London), United Kingdom
Job Category: Other
EU work permit required: Yes
Job Views: 5
Posted: 22.08.2025
Expiry Date: 06.10.2025
Job Description:
The Straight‑Up Bit - Who we’re hiring for
Yes, it’s a hedge fund. Yes, they’re one of the biggest systematic shops you’ve almost definitely heard about. Yes, they already run serious intraday equity flow across the globe.
Now let’s talk about the gap they haven’t filled… yet.
The Role
This firm’s HFT unit is sitting on a warehouse of alpha from researchers across the HFT business. What they don’t currently have is a cross-asset Monetisation Stack - the layer that turns raw signals into real‑time, risk‑balanced positions.
That’s where you come in. As the Lead Monetisation Quant, you will:
* Pipe every alpha stream through a clean, latency‑aware weighting engine.
* Build an optimiser for intraday books, factoring capacity, impact, and microstructure quirks.
* Own live PnL attribution and feedback to researchers & traders.
* Hire and mentor the team that will scale this from “clever prototype” to “firm‑wide PnL driver”.
Green‑field. No legacy code. You set the standards.
The Opportunity
* All the levers, none of the red tape – direct line to the head of the HFT business, a chance to own the project and develop a cross-asset monetisation framework (starting with Equity and expanding out)
* Massive surface area – every equity alpha the firm produces flows through your framework; your tweaks move firm‑level returns.
* Global flexibility – London HQ initially, but with global mobility in the future.
About You
* ~5+ yrs quant experience with at least 2 yrs designing portfolio construction / optimisation for intraday / short‑term equities.
* Fluent in statistics & ML (shrinkage, online learning, factor models) and market microstructure (spreads, impact, queue dynamics).
* Polyglot coder who can prototype in Python and drop to C++ when speed matters.
* Comfortable leading 3–5 quants, owning architecture and managing engineering collaboration with technology.
Interested?
Drop me a line: [emailprotected] (or hit “Apply” and then email me so I know you’re not a bot). We’ll keep it confidential.
(If you’re looking for pure alpha research roles or a pod seat, this isn’t it (but we should still chat... see above contact address). If you want to build the engine for alpha combination to make serious impact on already serious PnL, let’s talk.)
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