Quantitative Researcher
Hybrid · London, England, United Kingdom
Job Summary
Quantitative Trader/Researcher to design and implement data-driven trading strategies in global electronic markets. Collaborate with researchers, traders, and engineers to build strategies from the ground up, leveraging an advanced in-house infrastructure for rapid research, testing, and execution. Responsibilities include designing and implementing data-driven strategies, researching market structure and trading behaviours to identify alpha, analyzing large datasets for actionable signals, developing tools for data processing and model evaluation, enhancing libraries and simulation environments, and working cross-functionally to optimize performance and deployment. Preferred background includes degrees in quantitative fields, grounding in statistics and time series analysis, experience with large datasets, predictive modelling, alpha generation, signal validation, and proficiency in Python and/or C++. Familiarity with market microstructure is a plus. Benefits include hybrid working across EMEA locations, competitive compensation, generous leave and wellness programs, and a global collaborative culture.
Required Qualifications
- Degree (Bachelor’s, Master’s, or PhD) in Mathematics, Computer Science, Statistics, Physics, Engineering or a related quantitative field
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