Harrington Starr connects hedge funds, trading firms, and investment banks with world-class quants across global markets. With deep market knowledge and an unrivalled candidate network, Harrington Starr delivers the specialist talent that drives performance and innovation in high-stake and competitive trading environments.
Download the FinTech Unfiltered 2025–2026 Salary Survey for insight into hiring trends, compensation benchmarks, and market movement across quantitative finance, trading technology, data, infrastructure, and systematic trading environments.
We support quantitative finance hiring across systematic trading firms, hedge funds, proprietary trading businesses, and institutional investment platforms.
Hiring in this market is increasingly driven by speed, infrastructure, and research capability. The strongest quantitative talent is rarely active, with firms competing for specialists across alpha research, low-latency engineering, AI, and systematic trading infrastructure.
Researchers and strategists developing alpha models, signal generation, pricing models, and portfolio optimisation capability across systematic trading and investment environments.
Systematic traders, execution quants, and portfolio managers operating across multi-asset, algorithmic, and high-performance trading environments.
Python, C++, and Java engineers building low-latency systems, research platforms, trading infrastructure, and scalable quant environments.
Machine learning engineers and AI specialists working across alternative data, predictive modelling, NLP, and trading intelligence systems.
We regularly engage with leaders across the quantitative finance market through industry events and ongoing hiring conversations, including Future Alpha and Quant Strats.
Through our podcast FinTech Focus TV, Harrington Starr regularly speaks to leaders across quantitative finance, systematic trading, AI, and trading technology at industry events such as Future Alpha and Quant Strats.
Recorded at Future Alpha New York 2026, this conversation explores the realities of building and scaling a systematic trading firm, from infrastructure decisions to strategy, research, and execution.
Recorded live at Quant Strats in London, this episode explores how custom LLMs, AI adoption, and human oversight are shaping quant finance, buy-side workflows, and trading environments.
Recorded at Quant Strats London, this episode explores the evolving demand for kdb+/q skills, practical learning pathways, and the specialist infrastructure talent behind high-performance trading systems.
Quantitative finance hiring is increasingly concentrated around firms where research capability, infrastructure, and execution speed directly influence performance.
Harrington Starr supports hiring across:
The strongest quantitative talent is rarely active in the market. Firms increasingly compete for specialists across systematic trading, low-latency engineering, AI research, quantitative development, and trading infrastructure.
Our team operates across the markets where this talent is built, maintaining relationships across quantitative finance, trading technology, and market infrastructure communities globally.
Quantitative finance careers continue to evolve alongside advances in systematic trading, AI, low-latency infrastructure, and data-driven investment strategies.
Harrington Starr works with hedge funds, proprietary trading firms, investment banks, exchanges, and trading technology businesses hiring across quantitative research, quant development, trading infrastructure, AI, and systematic trading environments.
We support professionals across:
Whether you are exploring your next opportunity or looking to better understand the quantitative finance hiring market, our team can provide insight into compensation trends, market movement, and current hiring demand across London, New York, and global trading hubs.