Quantitative Researcher

Our client places research and collaboration at the heart of its approach, with researchers, engineers and traders working closely together. Building on its success in equities trading, the firm has expanded globally and now deploys a broad range of strategies across multiple trading frequencies. Its main offices are in London, Paris, New York, Hong Kong and Singapore.

The Role

Key responsibilities will include analysing large, complex datasets to identify market patterns and predictive signals, then translating these insights into systematic trading strategies that you will develop, backtest, optimise and deploy. Alongside strategy research, you will evaluate performance, assess key drivers of risk and return, and build models and analytical tools to support research and trading decisions across the team.

Benefits

• Competitive compensation package.
• Opportunity to take ownership of trading strategies and directly contribute to P&L.
• Exposure to a broad range of strategies and asset classes.
• Flat, meritocratic structure that recognises individual contribution.
• Collaborative, research-driven culture.
• Strong opportunities for career progression within the firm.
• Access to cutting-edge technology and research infrastructure.

Requirements.

• Strong hands-on Python programming skills; experience with C++ or Java is plus but not essential.
• Experience within a leading hedge fund or investment bank, ideally in a quantitative research, trading or modelling role.
• A background in pricing or quantitative modelling will be valued. Additional experience in alpha research, signal generation or strategy development will be a plus.
• A completed or ongoing master’s degree in a quantitative discipline such as Mathematics, Computer Science, Statistics, Physics or Electrical Engineering.

VISA Sponsorship is available.