Become part
of the team.

Business operations at GSA encompass essential functions that drive operational efficiency, financial accuracy, and regulatory adherence. They include the management of trade execution, risk assessment, financial record-keeping, strategic budgeting, talent optimisation, and compliance with legal standards. This collective framework supports the firm's strategic goals and ensures a robust, compliant, and high-performing trading environment.

Regardless of your level of experience, if you’re talented in the areas of Compliance/Legal, Finance, HR, Office Management, Operations, Procurement, Recruitment or Trading Operations and wish to explore possibilities at GSA then we’re always open to making connections.

Unsure of where you might fit in? No problem. Send us your credentials regardless and it will be evaluated by one of the recruitment team here so we can check for you.

The Person

Our people are diverse, though we strive toward a few common traits:

• Conscientiousness: Your job really matters to us. We dig into issues and diagnose their cause, working effectively with colleagues to find immediate fixes and whenever possible, follow up with up with strategic solutions. You understand the value and importance of your role and are diligent in undertaking your responsibilities.
• Proactive and motivated. You thrive best when allowed to take initiative and possess a self-starter approach. You take pride in your work and look to perform to the best of your abilities.
• Interpersonal, collaborative and an effective communicator. Working at GSA requires effective collaboration with a range of colleagues, stakeholders and counterparties.
• Logical, numerate and possess a strong financial intuition: You seek to build upon strong critical thinking and analysis abilities with a deep understanding of your subject area and recognise the importance of context. You have a genuine interest in what we do and are naturally curious to build your understanding across multiple avenues of our business, how we operate and of the people working alongside you.
• Aptitude and adaptability. You strive to pick up and understand new concepts, systems, and strategies quickly.
• Highly organised and able to prioritise effectively. You enjoy crafting and working toward goals. You can efficiently collate, track, continually prioritise and proactively status report whilst managing the simultaneous resolution of many, often time-sensitive, issues.

Academic Requirements:

• We often find a good degree within an analytical field to be advantageous, but we are much more inclined to weight our evaluation toward your experience and career achievements when present.

Date: 27 October 2025 at 4pm 

Location: MR2, Centre for Mathematical Sciences, Wilberforce Road, Cambridge, CB3 0WA

Systematic Trading at GSA

Quantitative trading firms like GSA Capital combine advanced mathematics, statistical modelling, and high‑performance computing to uncover and capitalize on opportunities in financial markets. This talk will provide a high‑level tour of the systematic trading pipeline - from signal generation, through portfolio construction, to trade execution, highlighting the key mathematical and computational techniques underpinning each component.

Speaker:

Lorenzo Lucchese is a Quantitative Researcher at GSA Capital, specializing in the development of high‑frequency trading (HFT) strategies. He joined GSA in 2024 after completing a PhD at the Mathematics of Random Systems CDT (Imperial College London and University of Oxford), where his research focused on stochastic processes and machine learning.

Audience: 

We welcome students of all academic levels from the Computer Science, Engineering, Mathematics, Statistics and any other closely related disciplines. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.

Please register interest so we can gauge numbers for catering purposes. 

Date:  27 October 2025 at 1.05pm

Location: Computing Lab, William Gates Building, JJ Thomson Avenue, Cambridge, CB3 0FD

Technology at GSA

In this presentation, we will provide an overview of GSA and what a systematic quantitative fund is. We will outline the role of our Technology teams, including the divisions, technology stacks and how it supports researchers in the development and deployment of trading strategies. Finally, one of our software developers will share a recent project that involved compressing exchange trade and order data into a binary format, reducing the replay time by approximately ten-fold, and enabling rapid generation of intraday equity trading signals.

Speaker: 

Junhui Yang joined GSA in 2023 as a software developer supporting the firm’s founder. He works on building and maintaining data pipelines, back testing frameworks, monitoring systems and other critical tools essential to the success of a quantitative fund. Prior to GSA, he read Mathematics and Computer Science at Merton College, University of Oxford and spent a brief period at Meta. Outside of work, he enjoys playing the violin and piano, and is a tea enthusiast.

Audience: 

We welcome students from all academic levels in Computer Science, Engineering, Mathematics, Statistics and other closely related disciplines to attend. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.

Please register interest so we can gauge numbers for catering purposes. 

The role is a technical assistant to the IT Infrastructure team, primarily supporting the helpdesk within the team. We are looking for someone who has solid basic IT skills (PC setup, plugging in and setting up workstations, connecting network cables, debugging physical PC issues) and experience with Windows and Linux. Extensive helpdesk or support experience is not required. A keen home PC user who is looking to learn new skills would be ideal.

Date: 20 October 2025 at 6pm

Location: L6, Oxford University Mathematical Institute, OX2 6GG

Systematic Trading at GSA

Quantitative trading firms such as GSA capital use a combination of mathematical and computational tools to identify and act on profitable opportunities in the market. This talk will provide an overview of GSA and what it means to be a Quantitative Researcher here. It is suitable for students from a wide variety of fields, including mathematics, physics, computer science, economics, finance, computational linguistics, and machine learning.

Speaker: 

To be shared closer to the date 

Audience:

We welcome students of all academic levels from the Computer Science, Engineering, Mathematics, Statistics and any other closely related disciplines. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.

Please register interest so we can gauge numbers for catering purposes. 

Are you:

• Curious how quantitative traders aim to deliver superior long-term investment performance?
• A quantitative thinker with a deep interest in statistics, probability, and technology?
• Intrigued by developing performant and insightful solutions to challenging modelling problems?
• Keen to use logical reasoning and data to formulate and test hypotheses about the behaviour of financial markets?

What can you expect?

• An open-ended, difficult to solve problem. Specifically, building an algorithmic trading strategy.
• An accompanying mini-lecture where we candidly explain what quantitative trading really involves.
• Advice and support from instructors with industry experience of developing trading strategies.
• Prizes for the best performing strategies plus other goodies.

Places are allocated on a suitability basis and are limited to 20 students. Please note this workshop is only for students enrolled at the University of Oxford.

Application deadline:

• Sunday, 2nd November at 5pm  

Event date: 

• Monday, 10th November, 6:00pm-8:00pm

Location:

• L6, Oxford University Mathematical Institute, OX2 6GG

Date:  28 October 2025 at 5pm

Location: Bill Roscoe Lecture Theatre, Department of Computer Science, Wolfson Building, Parks Road, Oxford, OX1 3QD

Technology at GSA

In this presentation, we will provide an overview of GSA and what a systematic quantitative fund is. We will outline the role of our Technology teams, including the divisions, technology stacks and how it supports researchers in the development and deployment of trading strategies. Finally, one of our software developers will share a recent project that involved compressing exchange trade and order data into a binary format, reducing the replay time by approximately ten-fold, and enabling rapid generation of intraday equity trading signals.

Speaker: 

Junhui Yang joined GSA in 2023 as a software developer supporting the firm’s founder. He works on building and maintaining data pipelines, back testing frameworks, monitoring systems and other critical tools essential to the success of a quantitative fund. Prior to GSA, he read Mathematics and Computer Science at Merton College, University of Oxford and spent a brief period at Meta. Outside of work, he enjoys playing the violin and piano, and is a tea enthusiast.

Audience: 

We welcome students from all academic levels in Computer Science, Engineering, Mathematics, Statistics and other closely related disciplines to attend. The event will start with a short presentation followed by informal chats with representatives from GSA over food and drinks.

Please register interest so we can gauge numbers for catering purposes.