Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro QuantResearcher to join a newly created team within their business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro markets and asset classes. You will … including equity indexes, fixed income, rates, commodities and FX. You will also help to systematise processes across teams, and build out the systematic infrastructure within the business. Key Responsibilities: Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and … predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models. Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions. Risk Management: Work closely with risk management teams to More ❯
Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro QuantResearcher to join a newly created team within their business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro markets and asset classes. You will … including equity indexes, fixed income, rates, commodities and FX. You will also help to systematise processes across teams, and build out the systematic infrastructure within the business. Key Responsibilities: Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and … predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models. Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions. Risk Management: Work closely with risk management teams to More ❯
classes. Their commitment to innovation and precision execution sets them apart in the global financial landscape. Culture and Environment The firm operates on a meritocratic foundation, attracting top-tier quantitative researchers and portfolio managers. It fosters a culture of intellectual curiosity, collaboration, and excellence. The work environment encourages open dialogue, continuous learning, and … the transformation of bold ideas into effective trading strategies. Team members thrive in a fast-paced, dynamic setting where innovation and performance go hand in hand. The Opportunity: QuantResearcher - Closing Auctions Our client is seeking an experienced QuantitativeResearcher with expertise in end-of-day closing auction strategies. As a key member of a … high-performing statistical arbitrage team, you will apply advanced quantitative techniques to design and implement trading models that capitalize on auction dynamics and deliver strong risk-adjusted returns. Key Responsibilities Develop and deploy advanced trading strategies focused on closing auctions across global markets. Optimize execution of large orders during auction periods, minimizing market impact and leveraging predictable price behavior. More ❯
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join our systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
Title: Senior QuantitativeResearcher/Sub-Portfolio Manager Location: New York/London Team: Systematic Trading Strategies About the Role: Seeking a highly skilled and experienced Senior QuantitativeResearcher or Sub-Portfolio Manager to join our systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research … the team’s overall P&L Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits Requirements: 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank Proven track record of alpha generation or contribution to profitable strategies Deep understanding of … analysis, and/or machine learning techniques Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics) Excellent communication skills and ability to work in a collaborative, performance-driven environment More ❯
Graduate Software Developer/Quantitative Developer/QuantitativeResearcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Hunter Bond
Graduate Software Developer/Quantitative Developer/QuantitativeResearcher 📍 Location: London (Hybrid) 💷 Salary: Up to £180,000 + Bonus + Full Benefits 🏢 Client: Elite Hedge Fund 🚀 Kickstart Your Career Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key … impact projects, shaping the future of trading tech. What You’ll Be Doing 🧠 Develop and enhance state-of-the-art trading systems and infrastructure 📊 Design and implement your own quantitative models 🤝 Collaborate with top engineers, quants, and researchers to tackle complex challenges 🚀 Learn rapidly and grow within a firm that thrives on initiative What You Bring 🎓 Degree in Mathematics More ❯
Statistical Arbitrage QuantResearcher Locations: London The Firm: A leading multi-strategy hedge fund with ~$30 billion in assets under management is seeking an exceptional Medium Frequency Statistical Arbitrage Quant Researcher. With a global footprint and a reputation for excellence, our client employs state-of-the-art technology and data-driven methodologies to achieve superior returns across various … about the dynamic and rapidly changing environment, where information flows freely and novel ideas are transformed into actionable trading strategies. The Role: We are actively looking for a QuantResearcher specialized in Medium Frequency Statistical Arbitrage strategies to work for a high profile trading pod with an exceptional track record. As a key member of this elite research … team, you will have the opportunity to apply your astute quantitative skills to develop and refine trading models that are both innovative and profitable. Key Responsibilities: Design and implement medium frequency statistical arbitrage strategies across various markets from end to end. Optimize the way in which the team extracts maximum value from signals, and backtesting to evaluate the performance More ❯
QuantitativeResearcher - Machine Learning A fully automated algorithmic trading company in London have ambitious plans to grow their machine learning research team. All their researchers have an impressive academic background in mathematics, statistics, and physics and have published numerous academic articles in their respective fields. They enjoy a healthy work-life balance while tackling hard problems in … quantitative finance using AI and ML techniques. As a QuantitativeResearcher, you will work with a fantastic team of data scientists and engineers on a wide scope of ML responsibilities to tackle hard problems in quantitative finance: Build machine learning trading strategies across a range of asset classes Design predictive models with scientific rigor Explore … new projects in neural networks and deep learning Oversee projects focused on finding trading product solutions Requirements for the QuantitativeResearcher - Machine Learning position: PhD in a technical or quantitative discipline such as statistics, mathematics, physics, or computer science Intermediate skills in at least one programming language such as C, C++, Java, or Python Understanding of More ❯
QuantitativeResearcher - Machine Learning A fully automated algorithmic trading company in London have ambitious plans to grow their machine learning research team. All their researchers have an impressive academic background in mathematics, statistics, and physics and have published numerous academic articles in their respective fields. They enjoy a healthy work-life balance while tackling hard problems in … quantitative finance using AI and ML techniques. As a QuantitativeResearcher, you will work with a fantastic team of data scientists and engineers on a wide scope of ML responsibilities to tackle hard problems in quantitative finance: Build machine learning trading strategies across a range of asset classes Design predictive models with scientific rigor Explore … new projects in neural networks and deep learning Oversee projects focused on finding trading product solutions Requirements for the QuantitativeResearcher - Machine Learning position: PhD in a technical or quantitative discipline such as statistics, mathematics, physics, or computer science Intermediate skills in at least one programming language such as C, C++, Java, or Python Understanding of More ❯
QuantitativeResearcher - Short-Term Macro Location: London Are you a talented QuantitativeResearcher looking to join a dynamic and high-performing team? My client is seeking a skilled individual to contribute to cutting-edge research and strategy development in systematic short-term macro trading across futures and FX markets. Key Responsibilities: Generate innovative trading … publications in relevant fields are a plus. Strong problem-solving skills with an analytical and abstract reasoning mindset. Excellent communication and collaboration skills. 2+ years of experience in a quantitative research role, with a focus on trading signal development. Experience working with large and diverse datasets to generate trading insights. Background in quantitative finance, econometrics, asset pricing, or … Currencies, Commodities, Fixed Income) is highly desirable. Experience utilizing alternative data sources to develop and deploy trading strategies is a plus. This is an exciting opportunity for a driven QuantitativeResearcher to make a significant impact within a high-performance team. If you have the skills and passion for systematic trading and macro strategies, we would love More ❯
Systematic QuantitativeResearcher - Entry/Junior Level - London Office My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative … gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies. The Role: Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large More ❯
Systematic QuantitativeResearcher - Entry/Junior Level - London Office My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative … gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies. The Role: Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematic trading strategies. Involvement in all aspects of the strategy research/trading pipeline, from research based on large More ❯
Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior QuantitativeResearcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitative finance, econometrics, or asset pricing is advantageous. If More ❯
Profectus Fintech is working with a leading global multi-strategy hedge fund to identify a high-performing Portfolio Manager or Senior QuantitativeResearcher focused on systematic equities strategies, with an emphasis on intraday to mid-frequency trading horizons. This is an opportunity to join a collaborative and dynamic investment team, operating within a highly sophisticated and well … deploy predictive models using both traditional and alternative datasets. Collaborate closely with the Senior PM and broader investment team on portfolio construction, execution, and risk management. Ideal Profile; Proven quantitative research and programming skills. Bachelor’s, Master’s, or PhD in a quantitative field Proficient in Python or C++. Strong abstract reasoning and independent problem-solving capability. Experience … Track Record; 5+ years of experience in a quantitative research or portfolio management role focused on systematic equities. Demonstrated ability to independently research, develop, and manage live trading strategies. A Sharpe ratio of 1.5+ (inception-to-date) is highly desirable. Experience leveraging diverse datasets for alpha generation. Background in quantitative finance, econometrics, or asset pricing is advantageous. If More ❯
AuM is growing an established team. This is an opportunity to work under a Portfolio Manager with extensive experience running systematic cash equity strategies. They are looking for a QuantitativeResearcher with demonstrated experience conducting alpha research on cash equities. The ideal hire would have experience applying machine learning and/or statistical learning techniques to develop … Collaborating with the PM, supporting with idea generation, data analysis, and backtesting. Contributing to the research and trading pipeline, including Risk and Factor Modelling. Requirements Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering. Demonstrated experience developing systematic cash equity/statistical arbitrage strategies. Experience with machine learning models and/or statistical learning models More ❯
Job Description JOB DESCRIPTION In Goldman Sachs, quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working closely with traders and sales, strategists provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions. We are a team of strategists working to transform … the Equity business through quantitative trading and automation of key daily decisions. Our scope includes product types such as stocks, options, ETFs, and futures, with strategies including market making, automatic quoting, central risk management, systematic trading, and algorithmic execution across global venues. We deploy statistical analysis and mathematical models to enhance business performance, collaborating with traders and sales on … the trading floor to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk by developing market making and quoting strategies across equity products, from cash to derivatives. Utilize advanced statistical analysis and techniques such as neural networks to build models that inform systematic trading and risk management decisions in real time. Implement More ❯
We are looking for a *quantitativeresearcher* to join our team to train AI models. You will measure the progress of these AI chatbots, evaluate their logic, and solve problems to improve the quality of each model. Ensure you read the information regarding this opportunity thoroughly before making an application. In this role you will need to More ❯
with an intense curiosity about financial markets and human behaviour. About You: PhD or PhD candidate in machine learning, computer science, statistics, or a related field. Superb analytical and quantitative skills, along with a healthy streak of creativity. Demonstrated ability to conduct independent research utilizing large data sets. Curiosity about financial markets. Strong scientific programming in Python, R or More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Thurn Partners
with an intense curiosity about financial markets and human behaviour. About You: PhD or PhD candidate in machine learning, computer science, statistics, or a related field. Superb analytical and quantitative skills, along with a healthy streak of creativity. Demonstrated ability to conduct independent research utilizing large data sets. Curiosity about financial markets. Strong scientific programming in Python, R or More ❯
Quantitative Macro Researcher Wanted! Client is a leading global multi-strategy hedge fund with $30bn in AUM. They are hiring for a talented Quant to join a new team led by a highly successful Systematic Macro PM. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking … University ✅Python proficiency ✅Machine learning experience is preferred ✅Experience developing FX or Futures strategies. ✅Ability to work in a fast-paced quantitative environment ✉️To discuss this opportunity in more detail please reach out to Niamh Corr - niamh@paragonalpha.com. We look forward to hearing from you More ❯
Quantitative Macro Researcher Wanted! Client is a leading global multi-strategy hedge fund with $30bn in AUM. They are hiring for a talented Quant to join a new team led by a highly successful Systematic Macro PM. Requirements: ✅Advanced degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Applied Mathematics, Statistics) from a high ranking … University ✅Python proficiency ✅Machine learning experience is preferred ✅Experience developing FX or Futures strategies. ✅Ability to work in a fast-paced quantitative environment ✉️To discuss this opportunity in more detail please reach out to Niamh Corr - niamh@paragonalpha.com. We look forward to hearing from you More ❯
and robustness. Independently develop and test proprietary trading signals and strategies suitable for deployment. Conduct portfolio optimization and risk management analysis. Apply advanced time series modeling, simulation techniques, and quantitative research methods. Work with large, complex datasets to extract actionable insights. Evaluate new and alternative datasets for their alpha-generating potential. Contribute to the ongoing enhancement of the research … process, trading infrastructure, and overall investment framework. Generate novel alpha signals with a proven track record of success. Qualifications: Master's or PhD in a quantitative discipline such as Finance, Computer Science, Mathematics, Physics, or Engineering. Demonstrated experience researching index strategies. Strong programming skills, particularly in Python; familiarity with data science and machine learning libraries is a plus. Proven … ability to formulate and test trading hypotheses, particularly in equities and intraday markets. Experience researching and developing intraday futures trading strategies. Excellent analytical and quantitative problem-solving skills. Self-motivated and accountable, with the ability to work independently as well as collaboratively within a small, focused team. Desired Skills and Experience Master's or PhD in a quantitativeMore ❯
academic backgrounds and they are now looking to onboard PhD and Post-Doc. graduates, starting in 2025/early 2026. The ideal candidate will have a PhD in a quantitative field such as Mathematics, Statistics, Computer Science, Machine Learning or Physics. You will be developing skills in advanced quantitative techniques across a range of data types, markets and … ideas, aid with research, design and implementation. Key Responsibilities: Analysing and evaluating financial and alternative datasets Researching existing and developing new techniques in machine learning Researching, developing and implementing quantitative trading signals/models Developing and maintaining modelling infrastructure Supporting production trading operations Qualifications: Have a PhD in a quantitative field such as Mathematics, Statistics, Computer Science, Machine More ❯
asset market and are taking a leadership position in building an innovative and compliant market. You can read more here . Working at Wintermute We are looking for a QuantitativeResearcher with strong modelling and coding skills (Python). At Wintermute, you will be responsible for scaling and bringing our quantitative business to the next level. … away, and you'll learn at an unprecedented speed! No legacy systems, no corporate bureaucracy, it is up to you to make an impact. Responsibilities: Design and implement predictive quantitative trading market making as well as taking models. Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes. Lead research efforts … historical market data across many markets Run simulations and model market for both liquid and illiquid assets Improve and maintain supporting infrastructure in Python and C++. Hard Skills Requirements: Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Advanced Python coding skills Experience and More ❯
