QuantitativeResearcher with Machine Learning experience, Systematic Equities QuantitativeResearcher with Machine Learning experience, Systematic Equities Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. Job Description QuantitativeResearcher, with machine learning experience, as part … of a collaborative team based in London on systematic equity trading. This collaborative, and entrepreneurial systematic investment team is seeking a strong equities quantitativeresearcher to join in developing new signals and strategies. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth. Location London Principal Responsibilities Working alongside the SPM on … Strong research and programming skills in Python and experience working on sophisticated Python-based software tools and libraries in a fast changing environment Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related fields from a top ranked university Demonstrate excellent communication, analytical and quantitative skills Preferred Experience 2+ years of More ❯
QuantitativeResearcher - Systematic Trading | Leading Hedge Fund | London £120,000 - 200,000 GBP Onsite WORKING Location: City Of London, Central London, Greater London - United Kingdom Type: Permanent My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced … QuantitativeResearcher to join the Systematic Trading team. This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies. Key Responsibilities Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights. Research, develop, and implement cutting-edge quantitative trading strategies. Continuously monitor and improve the … performance of existing strategies. Develop a deep understanding of global market structures and microstructure dynamics. Requirements Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering. Strong programming skills in at least one core language - Python , C++ , or Java . Proven experience in quantitative research or systematic trading environments. More ❯
Senior QuantitativeResearcher - Digital Assets €1.5m-€2m total compensation Preferred Location: Bratislava (Slovakia) Company is open to 1-2 weeks onsite per month I'm looking for a Senior QuantitativeResearcher interested in joining a leading high-frequency cryptocurrency market maker based in Bratislava. While relocation would be the companies preference, they're flexible … leading high-frequency cryptocurrency market maker. They use advanced algorithms to trade digital assets globally, providing liquidity across multiple exchanges and trading venues. The company positions itself as a quantitative trading firm that operates at the intersection of cutting-edge technology and financial markets, focusing exclusively on cryptocurrency assets. About the position They're seeking Quantitative Researchers with More ❯
Senior QuantitativeResearcher - Digital Assets €1.5m-€2m total compensation Preferred Location: Bratislava (Slovakia) Company is open to 1-2 weeks onsite per month I'm looking for a Senior QuantitativeResearcher interested in joining a leading high-frequency cryptocurrency market maker based in Bratislava. While relocation would be the companies preference, they're flexible … leading high-frequency cryptocurrency market maker. They use advanced algorithms to trade digital assets globally, providing liquidity across multiple exchanges and trading venues. The company positions itself as a quantitative trading firm that operates at the intersection of cutting-edge technology and financial markets, focusing exclusively on cryptocurrency assets. About the position They're seeking Quantitative Researchers with 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 ❯
QuantitativeResearcher/Investment Data Scientist - Emerging Market Fixed Income Job details Location: London Date Posted: 10 October 2018 Category: Investment Job Type: Competitive Salary + bonus Description A leading Asset Management firm is looking to add a QuantitativeResearcher to their Emerging Market Fixed Income team. The role will be responsible for applying … database design, package development, front-end web apps, and maintenance of legacy code using technologies such as SQL, R, Python, Shiny, and Docker. Candidate Profile: Relevant experience as a quantitative analyst, data scientist, or software developer interested in applying their skills to macroeconomics and its impact on EM fixed income markets. Aware of the latest developments within the Data More ❯
QuantitativeResearcher Unique opportunity to join a Globally recognised and market leading Trading business. We are searching for the top talent with experience in end to end, Systematic Trading and Execution. We are looking for 'Top of their class' graduates and experienced traders with strong academic background in Mathematics, Statistics or Data Science with a passion for More ❯
QuantitativeResearcher Unique opportunity to join a Globally recognised and market leading Trading business. We are searching for the top talent with experience in end to end, Systematic Trading and Execution. We are looking for 'Top of their class' graduates and experienced traders with strong academic background in Mathematics, Statistics or Data Science with a passion for More ❯
Principal Quantitative UX Researcher, Prime Video Experience Design (PVXD) Job ID: Amazon UK Services Ltd. Are you interested in shaping the future of entertainment? Are you passionate about research that enables new consumer experiences, business capabilities and drives efficiency? Prime Video is changing the way people watch movies and TV and we want you to join us … in that mission! Prime Video is seeking a Principal QuantitativeResearcher to help us deliver impactful, end-to-end research that illuminates new insights and opportunities to delight our customers. We're looking for a highly motivated, creative and detail-oriented researcher to join our team as we build the next generation of entertainment experiences … people around the world. You should be comfortable with ambiguity, enjoy building from scratch, and be able to tackle challenging issues efficiently. You thrive in triangulating insights with other quantitative data sources, such as experiment metrics, user logs, etc. and qualitative data inputs to tell compelling stories. As a part of the UX Researcher Team, you will More ❯
Global Banking & Markets - QuantitativeResearcher - Associate/VP - London MORE ABOUT THIS JOB Job Description At Goldman Sachs, quantitative strategists are at the forefront of our business, solving real-world problems through analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into complex financial and technical challenges that drive our business … decisions. Our team focuses on transforming the Equity business through quantitative trading and automation of key decisions. We handle various products such as stocks, options, ETFs, and futures, employing strategies like market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance and collaborate with … traders and sales to add value for clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk, developing strategies for equities, derivatives, and cash products. Apply advanced statistical and AI techniques, including neural networks, to build models that inform systematic trading and risk decisions in real time. Develop frameworks for risk management and portfolio optimization across More ❯
Job Application for QuantitativeResearcher - PM Analytics at Man GroupLondon About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public … the ability to effectively manage time across multiple projects and with competing business demands and priorities Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, technologist, traders and senior business people alike Confident communicator; able to argue a point concisely and deal positively with conflicting views. Working Here AHL fosters a performance driven More ❯
Our formula for success is to hire exceptional people, encourage their ideas and reward their results. As a QuantitativeResearcher , you will develop mathematical models using advanced statistical learning methods to build automated trading strategies across multiple asset classes. Our research team collaborates on idea generation and strategy development, while encouraging independent exploration and original approaches. You … will have access to clean data integrated with compute resources and the support of experienced researchers, traders and dedicated software developers. You will conduct quantitative analysis of market data to uncover relationships and identify historical trends. We do not require familiarity with or prior experience in financial markets for this role. We will give you the training you need More ❯
A leading global multi-strategy hedge fund (north of $20bn AUM) is seeking to bring on a junior quantitativeresearcher to an established index rebal team. They are specifically looking for candidates with 0-2 years of experience, and ideally some buyside experience (this can be an internship). This is an exciting opportunity for an early More ❯
A leading global multi-strategy hedge fund (north of $20bn AUM) is seeking to bring on a junior quantitativeresearcher to an established index rebal team. They are specifically looking for candidates with 0-2 years of experience, and ideally some buyside experience (this can be an internship). This is an exciting opportunity for an early More ❯
in driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. Quantitative Investment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. Senior Quantitative Equity Researcher, Investment Management Unit, Quantitative Investment Management, London SEI is seeking to hire a Quantitative Equity Researcher to develop stock selection signals, maintain and enhance proprietary models, and assist in managing assigned portfolios What you will do: Research (30%): Undertake research … ongoing fund management duties Communication (20%): produce client- and publication-worthy research papers; assist in creating, and maintaining sales and service materials What we need from you: Expertise in quantitative analysis and dealing with large data sets Expertise in a high-level programming language such as Python or R Strong communication skills: able to argue a point concisely and More ❯
QuantResearcher London Engineering Hybrid Full-time Summary Perpl is a high-performance, orderbook-based perpetuals DEX launching on Monad. We're backed by top crypto-native investors and building the next evolution of on-chain trading-one that combines CEX-level performance with DeFi composability and transparency. Our mission is to bring the speed, efficiency, and capital … chain with parallel execution, Perpl enables traders and LPs to operate in a fully permissionless, transparent environment with zero slippage and deep liquidity. The Opportunity Perpl is seeking a QuantitativeResearcher to join its London-based team. In this role, you will: Design and implement quantitative trading models for both market making and directional strategies in … Improve and maintain internal research infrastructure in Python and optionally in C++ Qualifications Required Bachelor's or higher degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative field Advanced proficiency in Python for data analysis, research, and prototyping Strong foundation in probability theory, statistics, and time series analysis Demonstrated ability to work with large datasets and More ❯
Opportunity Overview Corporate Title: Associate Office Location: London Job Function: Quantitative Engineering - Trading Strats Division: Global Banking & Markets Job Description At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems using various analytical methods. Working closely with traders and sales, they provide invaluable quantitative insights into complex financial and technical … challenges that drive our business decisions. We are a team dedicated to transforming the Equity business through quantitative trading and automation of key decisions. Our scope includes products such as stocks, options, ETFs, and futures, with strategies like market making, automatic quoting, risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models … to enhance business performance and collaborate closely with traders and sales to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk, developing market making and quoting strategies for equities, from cash to derivatives. Apply advanced statistical analysis and techniques like neural networks to create models that inform systematic trading and risk management More ❯
Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund at the forefront of systematic and quantitative research. We are looking for exceptional senior quant researchers/traders to join our systematic trading strategies team in New York City, London or Europe. Competitive compensation & performance-based bonuses Your Role: As a Senior Quantitative … optimization of high-frequency trading strategies in traditional financial markets. You will work closely with world-class engineers, quants, and traders to solve complex real-time challenges using advanced quantitative techniques and cutting-edge technology. Key Responsibilities: Develop and optimize systematic, high-frequency trading strategies. Conduct quantitative research to uncover market inefficiencies and improve model robustness. Collaborate with … of technical excellence and collaboration. Who We’re Looking For: Exceptional candidates with an outstanding academic and professional track record. A degree (Master’s or PhD preferred) in a quantitative discipline (e.g., Mathematics, Physics, Computer Science) from a top-tier university. Proven experience developing successful quantitative models—ideally in HFT and/or transaction cost analysis. Strong analytical More ❯
Join a globally renowned high-frequency trading firm and a highly respected, multi-strategy hedge fund at the forefront of systematic and quantitative research. We are looking for exceptional senior quant researchers/traders to join our systematic trading strategies team in New York City, London or Europe. Competitive compensation & performance-based bonuses Your Role: As a Senior Quantitative … optimization of high-frequency trading strategies in traditional financial markets. You will work closely with world-class engineers, quants, and traders to solve complex real-time challenges using advanced quantitative techniques and cutting-edge technology. Key Responsibilities: Develop and optimize systematic, high-frequency trading strategies. Conduct quantitative research to uncover market inefficiencies and improve model robustness. Collaborate with … of technical excellence and collaboration. Who We’re Looking For: Exceptional candidates with an outstanding academic and professional track record. A degree (Master’s or PhD preferred) in a quantitative discipline (e.g., Mathematics, Physics, Computer Science) from a top-tier university. Proven experience developing successful quantitative models—ideally in HFT and/or transaction cost analysis. Strong analytical More ❯
MORE ABOUT THIS JOB Job Description At Goldman Sachs, our quantitative strategists are at the forefront of our business, solving real-world problems through various analytical methods. Collaborating closely with traders and sales teams, strategists provide invaluable quantitative insights into complex financial and technical challenges that drive our business decisions. We are a team dedicated to transforming the … Equity business through quantitative trading and automation of key decisions. Our scope includes product types such as stocks, options, ETFs, and futures, with strategies encompassing market making, automatic quoting, central risk management, systematic trading, and algorithmic execution across global venues. We utilize statistical analysis and mathematical models to enhance business performance and work closely with traders and sales teams … to deliver value to clients and the firm. Role Responsibilities Lead our Quantitative Trading & Market Making desk by developing market making and quoting strategies for equities, from cash to derivatives. Develop models using advanced statistical and quantitative techniques, including neural networks, to inform systematic trading strategies and real-time risk management decisions. Create frameworks for central risk management More ❯
s London office is the hub for managing Jump's substantial United Kingdom, European and expanding Middle Eastern operations, which includes all aspects of Jump's robust activities, including quantitative research and development, trading, trading and back office systems development, and venture and strategic investments. Working in the London office has the feel of a smaller company with the … benefits of being an integral part of one of the world's leading global quantitative trading firms. Our Amsterdam office was born in 2018 as our first step into mainland Europe. Amsterdam is at the forefront of everyday European Trading events. The quantitative trading teams at Jump Trading probe and examine the global markets, seeking to understand the … They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models. What You'll Do: Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in financial markets. Researchers lean heavily on statistical analysis, machine learning 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 ❯
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 ❯
Looking for a deep learning role that could make the Mariana trench seem like a puddle? This global investment manager hires asset class experts, such as an ex-portfolio manager from a Tier 1 hedge fund to grow and manage More ❯
