Social network you want to login/join with: Statistical Arbitrage QuantResearcher, crawley, west sussex col-narrow-left Client: Location: crawley, west sussex, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: Statistical Arbitrage QuantResearcher Locations: London The … 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 ❯
Social network you want to login/join with: Statistical Arbitrage QuantResearcher, south west london col-narrow-left Client: Location: south west london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: Statistical Arbitrage QuantResearcher Locations: London The … 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 ❯
Social network you want to login/join with: Statistical Arbitrage QuantResearcher, hemel hempstead col-narrow-left Client: Location: hemel hempstead, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: Statistical Arbitrage QuantResearcher Locations: London The Firm: A … 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 ❯
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 ❯
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. Make your application after reading the following skill and qualification requirements for this position. With a global footprint and a reputation for excellence, our client employs state … 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 ❯
Junior QuantitativeResearcher £120,000 GBP 70,000 Onsite WORKING Location: United Kingdom (Greater London) 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 the intersection … 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 ❯
left Client: Location: Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: 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 … 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 ❯
left Client: Location: Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: 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 … 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 ❯
left Client: Location: Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 16.06.2025 Expiry Date: 31.07.2025 col-wide Job Description: 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 … 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 ❯
Social network you want to login/join with: Senior Quant Developer/Researcher - Java, london col-narrow-left Client: Selby Jennings Location: london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 4 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: Role Overview A large crypto market making business is … Experience with KDB+/Q or functional programming languages (e.g., Haskell, R, APL). Familiarity with machine learning tools such as scikit-learn. Strong mathematical background and experience with quantitative analysis. Experience with Docker, Kubernetes, and cloud platforms (e.g., AWS). Role Overview A large crypto market making business is seeking a highly skilled Senior Quant Developer to join … Experience with KDB+/Q or functional programming languages (e.g., Haskell, R, APL). Familiarity with machine learning tools such as scikit-learn. Strong mathematical background and experience with quantitative analysis. Experience with Docker, Kubernetes, and cloud platforms (e.g., AWS). Desired Skills and Experience * Minimum 4 years of experience in FX or crypto trading, with direct exposure to More ❯
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 ❯
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 ❯
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 ❯
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 ❯
Social network you want to login/join with: QuantitativeResearcher – Index Options, slough col-narrow-left Client: Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 5 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: QuantitativeResearcher – Index Options We are seeking a highly … skilled and experienced QuantitativeResearcher to join a world-class team. In this role, you will be responsible for designing, implementing, and optimizing high-performance Index Options trading strategies. You will collaborate with top academic minds in research and engineering to continually improve existing strategies and stay at the forefront of quantitative trading advancements. Responsibilities: Design … strategies and develop new ones. Manage risk effectively to optimize trading performance. Investigate and implement new trading products and strategies. Stay up to date with the latest advancements in quantitative trading and apply them to improve trading strategies. Qualifications: Bachelor’s or master’s degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related More ❯
Social network you want to login/join with: QuantitativeResearcher – High Frequency Trading A world leading prop firm is seeking a highly skilled and experienced QuantitativeResearcher to join their world-class HFT team. In this role, you will be responsible for designing, implementing, and optimizing high-performance algorithmic trading strategies. You will … collaborate with top academic minds in research and engineering to continually improve existing strategies and stay at the forefront of quantitative trading advancements. Responsibilities: Design, implement, and optimize HFT algorithmic strategies Collaborate with the best academic minds in research and engineering to continually improve existing strategies and develop new ones. Manage risk effectively to optimize trading performance. Investigate and … implement new trading products and strategies. Stay up-to-date with the latest advancements in quantitative trading and apply them to improve trading strategies. Qualifications: Bachelor’s or master’s degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related fields. Proven track record of designing, implementing, and optimizing algorithmic trading strategies. Proficient in More ❯
Social network you want to login/join with: QuantitativeResearcher – High Frequency Trading A world leading prop firm is seeking a highly skilled and experienced QuantitativeResearcher to join their world-class HFT team. In this role, you will be responsible for designing, implementing, and optimizing high-performance algorithmic trading strategies. You will … collaborate with top academic minds in research and engineering to continually improve existing strategies and stay at the forefront of quantitative trading advancements. Responsibilities: Design, implement, and optimize HFT algorithmic strategies Collaborate with the best academic minds in research and engineering to continually improve existing strategies and develop new ones. Manage risk effectively to optimize trading performance. Investigate and … implement new trading products and strategies. Stay up-to-date with the latest advancements in quantitative trading and apply them to improve trading strategies. Qualifications: Bachelor’s or master’s degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related fields. Proven track record of designing, implementing, and optimizing algorithmic trading strategies. Proficient in More ❯
Social network you want to login/join with: QuantitativeResearcher – Index Options, London Client: Location: London, United Kingdom Job Category: Other EU work permit required: Yes Job Views: 8 Posted: 18.04.2025 Expiry Date: 02.06.2025 Job Description: QuantitativeResearcher – Index Options We are seeking a highly skilled and experienced QuantitativeResearcher … optimizing high-performance Index Options trading strategies. You will collaborate with top academic minds in research and engineering to continually improve existing strategies and stay at the forefront of quantitative trading advancements. Responsibilities: Design, implement, and optimize high-performance algorithmic trading strategies in the Index Options market. Collaborate with the best academic minds in research and engineering to continually … strategies and develop new ones. Manage risk effectively to optimize trading performance. Investigate and implement new trading products and strategies. Stay up to date with the latest advancements in quantitative trading and apply them to improve trading strategies. Qualifications: Bachelor’s or master’s degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related More ❯
QuantitativeResearcher (Machine Learning) We are seeking a talented QuantitativeResearcher to join our competitive global quantitative trading team at Geneva Trading. In this role, you'll research, develop, and deploy automated intraday and mid-frequency trading strategies using machine learning models and advanced quantitative methods. You'll work with large datasets … skilled team, you will contribute across the entire pipeline, from data preprocessing to model deployment, ensuring the integration of research and real-time execution. This hands-on role combines quantitative research with software engineering, requiring strong coding abilities and the application of CI/CD, DevOps, and MLOps principles. Key Responsibilities: Design and execute research experiments to develop innovative … in a STEM field (e.g., Machine Learning, Computer Science, Physics). Experience : 2+ years of applied machine learning experience in a commercial or academic setting, or 2+ years in quantitative research or development in trading. Skills : Strong understanding of multivariate statistics, time-series analysis, machine learning, and optimization. Strong programming skills in Python, including libraries like NumPy, Pandas, and More ❯
on this job and more exclusive features. Direct message the job poster from Alexander Chapman Recruitment Consultant at Alexander Chapman A top-tier systematic trading firm is seeking exceptional Quantitative Researchers to advance and optimize proprietary trading strategies. You’ll collaborate with experienced researchers, engineers, and senior leadership, working on high-impact projects that shape the future of quantitative … and statistical methods to drive alpha generation Build and implement production-ready algorithms to capitalize on predictive insights What They're Looking For: 4+ years of experience in a quantitative or ML-focused role Strong academic background in Physics, Mathematics, Computer Science, ML, or a related technical discipline (BS, MS, PhD, or Postdoc) Demonstrated strength in problem-solving, modeling … and research methodology Proficient in Python, C++, Java, or R Experience in a trading environment a plus Ready to leverage your quantitative skills and make an impact in the trading world? Apply now! Seniority level Seniority level Mid-Senior level Employment type Employment type Full-time Job function Job function Finance Industries Financial Services, Capital Markets, and Investment Banking More ❯
Senior QuantitativeResearcher, 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. A small, 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. Job Description We are seeking a senior quantitativeresearcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global equity strategies. Preferred Location London or Dubai preferred Principal Responsibilities Work alongside the Senior … stacks (Jupyter, pandas, numpy, sklearn). Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from a top-ranked university. Demonstrated knowledge of quantitative finance, mathematical modeling, statistical analysis, regression, and probability theory. Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts. Preferred Experience 4+ More ❯
Social network you want to login/join with: QuantitativeResearcher - Systematic Rates, slough col-narrow-left Client: Qenexus Location: slough, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 3 Posted: 31.05.2025 Expiry Date: 15.07.2025 col-wide Job Description: We’re seeking a highly skilled QuantitativeResearcher … portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to performance and market regime changes. Requirements: Advanced degree (PhD or MSc) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or related discipline. Proven experience building systematic models in interest rate markets, particularly in swaps, swap spreads, and cross-currency basis. More ❯
Social network you want to login/join with: QuantitativeResearcher - Systematic Rates, london col-narrow-left Client: Qenexus Location: london, United Kingdom Job Category: Other - EU work permit required: Yes col-narrow-right Job Views: 2 Posted: 23.05.2025 Expiry Date: 07.07.2025 col-wide Job Description: We’re seeking a highly skilled QuantitativeResearcher … portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to performance and market regime changes. Requirements: Advanced degree (PhD or MSc) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or related discipline. Proven experience building systematic models in interest rate markets, particularly in swaps, swap spreads, and cross-currency basis. More ❯
QuantitativeResearcher (Machine Learning)**at Geneva Trading London, England, United Kingdom Founded in 1999, Geneva Trading is a premier global principal trading firm with strategically located offices in Chicago, Dublin, and London. Our relentless focus on trading excellence combined with technological innovation has equipped us with a best-in-class proprietary trading platform, enabling us to compete … professional excellence. Our nimble organizational structure and entrepreneurial spirit attract top-tier talent with a passion for innovation, laying the foundation and driving our consistent success in the industry. **QuantitativeResearcher (Machine Learning)**We are seeking a talented QuantitativeResearcher to join our competitive global quantitative trading team at Geneva Trading. In this … role, you’ll research, develop, and deploy automated intraday and mid-frequency trading strategies using machine learning models and advanced quantitative methods. You’ll work with large datasets, applying statistical techniques to drive real-time trading decisions.As part of a lean, skilled team, you will contribute across the entire pipeline, from data preprocessing to model deployment, ensuring the integration More ❯
We’re seeking a highly skilled QuantitativeResearcher to join a high-performance trading team focused on developing systematic strategies in global rates markets. Remember to check your CV before applying Also, ensure you read through all the requirements related to this role. This is a front-office research role, ideal for candidates with a strong background … portfolio managers to integrate research into production trading systems. Monitor and enhance live strategies, responding to performance and market regime changes. Requirements: Advanced degree (PhD or MSc) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or related discipline. Proven experience building systematic models in interest rate markets, particularly in swaps, swap spreads, and cross-currency basis. More ❯
