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 ❯
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 ❯
london (city of london), south east england, united kingdom
Undisclosed
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 ❯
Join to apply for the QuantResearcher role at Agile Change Management Limited Join to apply for the QuantResearcher role at Agile Change Management Limited As a QuantResearcher you will work collaboratively with traders and researchers to tackle problems in the computational, data processing, signal generation, and signal combination spaces. We will … teach you the skills to develop expertise in doing quantitative research and development across a variety of financial domains and time-horizons including: options, futures, and equities. You will complete Options training, apply your academic research abilities and learn how to perform research on real-world data of varied volume and sampling frequency across a variety of domains. Responsibilities … Design, evaluate and continuously improve our automated trading algorithms Build quantitative pricing models, for example American Option Pricing and Volatility Modelling Research and analyse trading data to find and test trading opportunities What We Are Looking For Academic degree in applied mathematics, engineering or physics (Masters or PhD) Relevant programming experience in at least one language (Python, C++, C# More ❯
Man Group Greater London, England, United Kingdom Join or sign in to find your next job Join to apply for the QuantitativeResearcher - Portfolio Management role at Man Group Man Group Greater London, England, United Kingdom 3 weeks ago Be among the first 25 applicants Join to apply for the QuantitativeResearcher - Portfolio Management … days ago London, England, United Kingdom 5 months ago QuantitativeResearcher Systematic Trading Leading Hedge Fund London London, England, United Kingdom 1 week ago QuantResearcher - Industry-Specific KPI Signals London, England, United Kingdom 4 weeks ago London, England, United Kingdom 2 weeks ago QuantitativeResearcher (Machine Learning) London, England, United Kingdom … England, United Kingdom 2 weeks ago Global Banking & Markets - QuantitativeResearcher - Associate/VP - London London, England, United Kingdom 1 week ago Global Banking & Markets, QuantResearcher, Associate, London London, England, United Kingdom 6 days ago QuantitativeResearcher - Climate Indexes London, England, United Kingdom 3 weeks ago QuantitativeResearcherMore ❯
Get AI-powered advice on this job and more exclusive features. A leading global hedge fund is seeking an experienced QuantitativeResearcher to join their systematic commodities team in London. This role will focus on mid-frequency trading, with responsibility for the design, implementation, and optimization of advanced trading strategies across global commodity markets. Responsibilities: Design, implement … strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master's/PhD) in a quantitative field, such as Mathematics, Physics … Statistics, Computer Science, or a related discipline. Proven experience in generating alpha and developing high-performing strategies within commodity markets Strong background in quantitative trading, with specific expertise in mid-frequency commodity strategies. Extensive proficiency in programming languages including Python Deep expertise in machine learning techniques and tools, with a focus on their application in strategy development and optimisation. 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 ❯
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 ❯
london (city of london), south east england, united kingdom
Alexander Chapman
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 ❯
Who we are We are a trading team who leverages cutting-edge quantitative methods and a wide range of datasets to manage the inventory and Reasonably Expected Near Term Demand (RENTD) in the macro space (FX, Rates, Equity Indices and Commodities). Who we are looking for We are looking for a researcher with a passion for … applying a rigorous scientific approach and quantitative methods to solve problems in different aspects of our daily work, including but not limited to alpha generation, portfolio construction, and risk management. Strong programming skills will be required as researchers will be expected to take their research ideas and code them in our production system. Requirements Ability to analyze large and … is a plus Background An advanced degree in Math/Statistics/Physics/Engineering/Computer Science. Master or Ph.D. 1-3 years of experience working as a quantitativeresearcher/quantitative trader in the systematic trading space Experience in systematic macro space (FX/Rates/Commodity/EQ Index Futures) is a plus More ❯
QuantitativeResearcher - Execution Services 3 weeks ago Be among the first 25 applicants The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis. We are seeking an Alpha Researcher … decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business. Qualifications/Skills Required Required Experience: 5+ years of experience in Quantitative Finance setting, with a proven track record of developing robust alpha models, preferably in an Equities context. Education: PhD or Master's degree in Statistics, or a related field … Investment Management Referrals increase your chances of interviewing at Millennium by 2x Get notified about new QuantitativeResearcher jobs in London, England, United Kingdom . QuantResearcher - Fundamental Equities - Worlds most successful hedge fund Quantitative Fixed Income Strat, Analyst, AWM - London London, England, United Kingdom 2 weeks ago QuantitativeResearcher – Systematic More ❯
London, England, United Kingdom Hybrid / WFH Options
Aubay UK
Quantitative Analyst/Researcher - Energy Trading Firm - UK Remote, Doha Qatar Travel Role Summary Aubay UK is seeking an experienced Quantitative Analyst/Researcher to join our team. The ideal candidate will bring extensive expertise in energy commodities trading and quantitative modelling, paired with an advanced academic background in a quantitative discipline. … tools Strong understanding of financial markets, trading strategies, and risk management Experience with statistical modelling, machine learning, and algorithm development Ability to work with large datasets and perform complex quantitative analysis Excellent communication and teamwork skills Education: PhD or MS (PhD preferred) in a quantitative subject such as Physics, Mathematics, Statistics, Computer Science, Engineering, or related. Key Role 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 ❯
Portfolio Manager/Senior QuantitativeResearcher, Systematic Equities Please direct all resume submissions to QuantTalentEUR@mlp.com and reference REQ-13675 in the subject. 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 Portfolio Manager/Senior QuantitativeResearcher … books and engaging with the whole investment process (portfolio construction, risk management, etc.). Preferred Technical Skillset Strong research and programming skills. Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university. Fluent in C++ or Python. Demonstrate strong abstract reasoning and independent problem-solving … skills. Preferred Experience A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities. A proven, independent track record developing, deploying, and managing strategies in the global equities space with an inception-to-date Sharpe Ratio of 1.5+. Highly Valued Relevant Experience Experience exploring, researching, and deploying trading signals from various sources of More ❯
Job Title: QuantitativeResearcher, Systematic Equities Company: Millennium 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. Location: London or Dubai preferred Job Description: We are seeking a quantitativeresearcher to partner with the Senior Portfolio Manager to … or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University Expert in Python (KDB/Q is a plus) Demonstrated knowledge of quantitative finance, mathematical modelling, 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: 3+ More ❯
Join to apply for the Graduate QuantResearcher - Hays role at Jobs via eFinancialCareers Join to apply for the Graduate QuantResearcher - Hays role at Jobs via eFinancialCareers Get AI-powered advice on this job and more exclusive features. Hays are excited to be working with a leading Asset Management firm to hire a junior/… the firm once this position is complete. Furthermore, there could be the possibility of an extension (depending on the needs). You will help the team prepare and develop quantitative tools and models and be responsible for the analysis of quantitative data. We are seeking a candidate with a very strong academic background, ideally from a Mathematical, Quantitative … Employment type Employment type Full-time Job function Job function Finance and Sales Referrals increase your chances of interviewing at Jobs via eFinancialCareers by 2x Get notified about new QuantitativeResearcher jobs in London, England, United Kingdom . QuantitativeResearcher, Short-Term Macro Greater London, England, United Kingdom 1 week ago London, England, United 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 ❯
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 - 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 ❯
london (city of london), south east england, united kingdom
Sartre Group
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 ❯
Global Banking & Markets, QuantitativeResearcher/Trader, Analyst/Associate, London Job Description Who we are We are a trading team that leverages cutting-edge quantitative methods and a wide range of datasets to manage inventory and reasonably expected near-term demand (RENTD) in the macro space (FX, Rates, Equity Indices, and Commodities). Who we … are looking for We seek a researcher passionate about applying rigorous scientific and quantitative methods to solve problems related to alpha generation, portfolio construction, and risk management. Strong programming skills are essential, as researchers will be expected to implement their research ideas into our production systems. Requirements Ability to analyze large, unstructured datasets and derive high-quality … Experience in portfolio construction is a plus Background Advanced degree in Math, Statistics, Physics, Engineering, or Computer Science (Master's or Ph.D.) 1-3 years of experience as a quantitativeresearcher or trader in systematic trading Experience in systematic macro markets (FX, Rates, Commodities, Equity Index Futures) is a plus Skillset Strong knowledge in mathematics, statistics, and More ❯
