Quantitative Developer / Researcher - Intraday Equities

Role Overview

Our client is a high-growth quantitative investment fund headquartered in Milan, backed by experienced portfolio managers and technologists, and now entering an exciting scale-up phase. Hunter Bond is retained to identify a hybrid Quantitative Developer / Researcher - Intraday Equities to play a core role in the design, research, and deployment of intraday equity strategies. This is a front-office, impact-driven role offering direct exposure to live trading, rapid iteration cycles, and meaningful ownership over strategy and execution.

The Role

You will sit at the intersection of research and production, working closely with PMs to:

• Research, prototype, and improve intraday equity trading strategies
• Design, build, and optimise execution algorithms
• Translate research ideas into robust, low-latency production code
• Analyse microstructure effects, transaction costs, and intraday alpha decay
• Continuously refine models using live trading feedback

Required Experience

We are specifically looking for candidates with hands-on, real-world experience in:

• Building execution algorithms (VWAP, POV, adaptive / custom logic, etc.)
• Intraday equities trading (alpha generation, execution, or both)
• Working with high-frequency or intraday market data
• Writing production-quality code in Python and/or C++
• Bridging the gap between quantitative research and live trading systems
• PhD, MSc or BSc in mathematical or computer science/technical discipline from a good university

Nice to Have

• Experience in a start-up or small quant team
• Familiarity with market microstructure and transaction cost analysis
• Exposure to equities across European or US markets
• Strong intuition for both research rigor and engineering pragmatism

Why This Opportunity

• True hybrid role: equal emphasis on research and engineering
• Direct impact on PnL from day one
• Flat structure, fast decision-making, and high autonomy
• Competitive compensation with performance-linked upside
• Hybrid working model based in Milan

Key skills/competency

• Quantitative Research
• Execution Algorithms
• Intraday Equities
• Python / C++
• Low-Latency Systems
• Market Microstructure
• Alpha Generation
• Production Code
• Trading Strategies
• Data Analysis