QuantitativeResearcher £150,000 - 200,000 GBP Lucrative Performance Based Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Systematic Equity Stat Arb QuantitativeResearcher A leading systematic multi-strategy hedge fund is expanding its systematic equity team and is seeking a talented QuantitativeResearcher with a proven … focused on developing and scaling alpha-driven strategies across global equity markets. Key Responsibilities Conduct alpha research, backtesting, and implementation of systematic stat arb strategies Design and develop new quantitative trading models across global equity markets Optimize portfolio construction and enhance existing trading strategies Leverage big data and machine learning techniques to uncover new signals Collaborate with other researchers … portfolio managers in a fast-paced environment Ideal Candidate Profile 3+ years of experience developing systematic statistical arbitrage strategies in equity markets Advanced degree (MSc/PhD) in a quantitative discipline (e.g. Mathematics, Statistics, Computer Science, Engineering) from a top-tier university Strong foundation in mathematics, statistics and signal generation techniques Proficient in Python and/or C++ for More ❯
QuantitativeResearcher £150,000 - 200,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading proprietary trading and market making firm with a strong high-frequency trading (HFT) presence, is seeking a QuantitativeResearcher to join their London office. This is a unique opportunity … technology teams to implement and optimize models in live trading environments. Continuously research market microstructure and dynamics to refine and improve current approaches. Requirements: Completed PhD in a highly quantitative field (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics). Strong programming skills in C++ (Python experience is a plus). Solid background in data analysis, statistical modeling, and numerical … Proven ability to work with large datasets and develop innovative solutions to complex problems. Demonstrated interest or experience in machine learning applied to real-world problems. Prior exposure to quantitative finance or trading (e.g., internships or research collaborations) is highly advantageous. Ideal Candidate: Currently working as a postdoctoral researcher or in a research-intensive role (applications from More ❯
QuantitativeResearcher - competitive salary - Newcastle upon Tyne (United Kingdom) A fast-growing consultancy is seeking a QuantitativeResearcher to join its expanding team in Newcastle. The firm delivers advanced software solutions and strategic consulting to clients in the financial services and investment sectors, providing the chance to tackle complex, real-world quantitative challenges. … techniques, and data analysis to solve complex problems Sourcing, cleaning, and preparing datasets, then building and coding production-ready solutions This position sits at the crossroads of data science, quantitative research, and software development, making it well-suited for someone who enjoys building tools from scratch and thrives on solving challenging problems Requirements Postgraduate degree in Mathematics or another … benefits A collaborative and stimulating working environment Opportunities for professional development and continuous learning Rapid career growth in a fast-expanding business If you’re excited about applying your quantitative expertise to real-world financial problems and want to progress in a dynamic, growing consultancy, we’d love to hear from you. Please apply below or please feel free More ❯
QuantitativeResearcher - Credit £100,000 - 120,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a leading quant hedge fund who are looking to hire a QuantitativeResearcher to join their high-performing Credit team ( London or Paris ). This is an opportunity to … optimal numerical methods to balance precision with computational efficiency. What They're Looking For 1-3 years' experience, ideally from a leading investment bank or buy-side institution Strong quantitative and analytical skills, with a solid foundation in stochastic modelling and statistics Proficiency in programming (C++ highly preferred; q/kdb+ a plus) Clear, concise communication skills Ability to 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 £150,000 GBP 100,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Role/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementation Identify and evaluate new datasets for stock return predictions … Maintain and improve the portfolio trading in the production environment Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics Demonstrated proficiency in Python Strong command of foundations of applied statistics, linear algebra, and time series models Ability to quickly and efficiently scrub, format, and manipulate 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 ❯
Graduate QuantitativeResearcher £120000 GBP + discretionary bonus Onsite WORKING Location: City of London, Central London, Greater London - United Kingdom Type: Permanent The client is a successful and well established Systematic Hedge Fund with offices in London, Paris, New York and Singapore. They have been very successful in the HFT/Intraday Equities space, but recently have … expanded into UHFT with teams working on satellite/FPGA technologies, as well as longer-term investment style strategies. They are actively hiring Junior Quantitative Researchers for multiple Equities, FX and Futures teams. Responsibilities Research and analyse large datasets, extracting patterns and trends. Gather insights to build and deploy systematic trading strategies. Monitor performance and behaviour of existing strategies … looking to enhance where possible. Collaborate with other Quantitative Researchers on wider team projects. Contribute to Quantitative frameworks and infrastructure used by the team and firm. Requirements Strong proficiency in Python Experience with C++ is a plus, but not a hard requirement. Preferable experience in alpha research/signal generation, or worked on systematic trading strategy development. Deep 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 ❯
Junior QuantitativeResearcher £120,000 GBP 70,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade, they spun out as a hedge fund and now operate globally. They are a highly interdisciplinary firm, operating around … of the various exchanges and asset classes. Pre market - checking that all required data and processes are ready. During market - sporadically monitoring behaviour and performance of strategies. Ideal Candidate: Quantitative background - including Master/PhD's in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University. Programming proficiency with at least one major 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 ❯
VP - QuantitativeResearcher (Equities E-Trading £150-300k GBP Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Join a front-office quant team focused on building and enhancing electronic trading strategies within the Equities business. The team designs and calibrates execution algorithms, develops market analytics and trading signals, and delivers the models and …/Java - reading production code (not required to develop) Legacy tooling in Perl/sh (can be learned on the job) Candidate Profile; PhD or Master's in a quantitative discipline (e.g. statistics, CS, physics, maths) Strong programming skills (Python, q/kdb+) and understanding of statistical methods 2+ years in electronic or algorithmic trading (equities preferred) Hands-on More ❯
Fasanara Digital is a quantitative investment team applying a scientific, high frequency investment style in digital assets, seeking to achieve exceptional risk-adjusted returns for our investors. We were founded in 2018 and have grown to a 20-person strong team, managing over $350m USD in a basket of fully delta-neutral trading strategies. Our team members come from … excellence in everything we do. We are only as good as our team. Thus, we are building the firm around exceptional talent. The role We are looking for a QuantitativeResearcher specialising in market-making within crypto centralized exchanges. Leveraging your expertise in statistical modelling and quantitative analysis of our trading, you will play a key … programming languages to convert alpha ideas into strategies Experience, with market-making or crypto preferred Strong market-oriented mindset with the desire to conduct thorough scientific research Experience using quantitative techniques to solve complex data-intensive problems Strong skills in Python, SQL and working knowledge of C Java Hands on experience with large volumes of time-series data - primarily More ❯
we do that matters-it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus. We are seeking a QuantitativeResearcher to join our Commodities Weather Team. The successful candidate will: Apply statistical and machine learning (ML) techniques to model commodity fundamentals. Support the maintenance and expansion 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 ❯
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 quantitative analysts to join one of the systematic trading strategies team in London, New York City or one of the European offices. Competitive compensation & performance-based bonuses Your … Role: As a Senior QuantitativeResearcher, you will lead the development and 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 engineering teams to build scalable, low-latency trading systems. Leverage machine learning and statistical methods to enhance signal generation and performance. Mentor junior researchers and foster a culture of technical excellence and collaboration. Who We're Looking For: Exceptional candidates with an outstanding academic and More ❯