Quantitative Researcher

We’re partnering with a prominent global quantitative trading firm focused on market-making and systematic strategies across various asset classes. The team applies advanced quantitative methods and technology to develop effective trading solutions in dynamic markets. This is a hands‑on research position suited to strong performers with experience in generating alpha through data‑driven analysis and modelling.

• Perform detailed research and statistical analysis and create predictive models for trading signals.
• Work with large-scale datasets to discover and validate statistical patterns in markets.
• Develop and refine valuation approaches, construct and enhance mathematical and machine learning models.
• Implement complex algorithms into efficient, production-grade code.
• Conduct rigorous backtesting and assist with deploying models into live trading systems.
• Collaborate with traders, engineers, and fellow researchers to improve systematic strategies across multiple asset classes.

• Advanced degree (Master’s or PhD preferred; strong Bachelor’s considered) in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field.
• Solid expertise in probability, statistics, and quantitative techniques.
• Practical experience with machine learning and deep learning applied to financial or time-series data.
• Proven success as a quantitative researcher or analyst, preferably in buy-side quantitative trading or hedge funds (sell-side experience also relevant).
• Strong programming skills in Python (required), with familiarity in analytical tools and/or compiled languages.
• Experience handling large datasets and developing reliable models in a data-heavy research setting.
• Strong problem-solving skills, with a track record of independent research and delivering tangible results.
• Clear communication abilities to explain complex concepts effectively.

• Background in building automated trading strategies or signals in equities, fixed income, commodities, FX, or other asset classes.
• Exposure to unconventional data sources for alpha generation.
• Experience turning mathematical models into scalable production code for trading systems.

• Contribute to advanced quantitative trading strategies operating in global markets.
• Work in a collaborative, merit-based environment with talented researchers and engineers.
• Enjoy competitive compensation, strong benefits, and potential for professional development.
• Be part of a firm focused on innovation and ongoing improvement in quantitative finance.

Opportunities available in key financial centers (London, New York, and Asia). If you're a skilled quant with solid ML experience and a demonstrated ability to generate alpha, we'd like to connect! Apply now to learn more about this confidential opportunity.