Quantitative Researcher

You'll work with massive datasets to build the predictive models behind our automated trading systems, applying rigorous statistics and machine learning to decode microstructure and anticipate price dynamics.

• Design and backtest high-frequency trading signals using statistical and machine-learning methods.
• Mine large-scale market data for predictive features and structural inefficiencies.
• Research market microstructure and exchange dynamics with rigour.
• Improve portfolio construction and execution to reduce slippage and lift returns.
• Partner with traders and developers to ship production-ready strategies.
• Continuously monitor and adapt live strategies as markets change.

• A PhD or Master's in a quantitative field (Mathematics, Physics, Computer Science, Statistics, or related).
• Strong programming skills in C++, Python, or Rust.
• Deep grounding in probability, statistics, and time-series analysis.
• Experience applying ML frameworks (PyTorch, Tensor Flow, scikit-learn) to financial data.
• Curiosity, creativity, and a rigorous scientific approach.
• Fluency in English is required.

• A highly competitive package, including a share of the PnL you generate.
• Access to proprietary datasets and world-class compute.
• A collaborative research culture built on innovation and intellectual honesty.
• Full health, dental, and vision coverage.
• The chance to tackle some of the hardest problems in modern finance.