City of London, London, United Kingdom Hybrid / WFH Options
Steadman & Chase
QuantitativeResearcher Location: London (Hybrid, 3 days in-office, 2 days remote) The Fund An AIFM-regulated, Luxembourg-domiciled multi-asset investment fund with a London office and headquarters. The group has a strong Italian investor base and operates across global markets with approximately 51 market analysts developing manual and automated strategies. The London quant team currently … consists of 3 developers and is expanding to strengthen systematic research capability. Role Overview The QuantitativeResearcher will work within the London research team to design, test, and implement systematic trading models across asset classes. The role requires strong programming ability in Python and Java, coupled with applied statistical and financial market knowledge. Key Responsibilities Research and … integrate research into production systems. Handle, normalise, and analyse large financial datasets. Conduct performance attribution, portfolio simulations, and risk analysis. Candidate Requirements Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Engineering. Proven experience in quantitative research or trading within hedge funds, proprietary trading, or multi-asset funds. Strong programming More ❯
QuantitativeResearcher Location: London (Hybrid, 3 days in-office, 2 days remote) The Fund An AIFM-regulated, Luxembourg-domiciled multi-asset investment fund with a London office and headquarters. The group has a strong Italian investor base and operates across global markets with approximately 51 market analysts developing manual and automated strategies. The London quant team currently … consists of 3 developers and is expanding to strengthen systematic research capability. Role Overview The QuantitativeResearcher will work within the London research team to design, test, and implement systematic trading models across asset classes. The role requires strong programming ability in Python and Java, coupled with applied statistical and financial market knowledge. Key Responsibilities Research and … integrate research into production systems. Handle, normalise, and analyse large financial datasets. Conduct performance attribution, portfolio simulations, and risk analysis. Candidate Requirements Advanced degree (MSc/PhD) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Engineering. Proven experience in quantitative research or trading within hedge funds, proprietary trading, or multi-asset funds. Strong programming 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 ❯
