Quantitative Researcher - Algorithmic Trading and Market Microstructure Analysis

Company Description

• Legacy Shift is focused on redefining the landscape of high-frequency trading across global markets. The firm combines a bold vision with a strong commitment to innovation, using cutting-edge technology to gain a competitive edge. By continuously pushing technical and quantitative boundaries, Legacy Shift seeks to unlock opportunities where others encounter limitations.
• Team members are encouraged to experiment, iterate, and contribute to a culture of forward-thinking problem solving that directly impacts trading performance and market presence.

The Role

• You will work at the intersection of quantitative research, algorithmic trading, and software engineering, building the technology and analytical frameworks that drive our trading strategies. Your work will range from analysing order-book data and evaluating trading signals to developing low-latency production systems, backtesting infrastructure, and research tools.
• You'll collaborate closely with researchers and engineers to rapidly move ideas from analysis into live trading.

Responsibilities

• Work alongside researchers and engineers to build, improve, and maintain our low-latency, high-throughput trading infrastructure. From collecting quotes and trades from exchanges around the world in the most efficient way possible to tackling big-data challenges at scale.
• Build rigorous statistical frameworks to distinguish genuine edge from overfitting and data artefacts
• Analyse market microstructure across Asian venues: order-book dynamics, adverse selection, liquidity regimes and intraday seasonality
• Partner with execution researchers to convert signals into executable strategies that survive transaction costs
• Maintain and improve research infrastructure: data pipelines, backtesting harnesses and performance analytics

Requirements

• PhD or MSc in Mathematics, Statistics, Physics, Electrical/Computer Engineering or a quantitative discipline

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• 3+ years of experience in an algorithmic trading or quantitative execution role at a HFT firm, market maker or tier-1 bank
• Excellent Python/C/C++ design and programming skills
• Strong knowledge of Asian market microstructure across equities, FX and/or commodities
• Experience building and evaluating backtests with appropriate controls for look-ahead bias

What We Offer

• Direct access to full exchange order-book and tick data across all traded markets from day one
• Rapid research-to-production pipeline — ideas can go live in weeks, not quarters
• 30 days holiday and gym membership
• Full relocation package and visa sponsorship where required