Quantitative Researcher

About the Role

A rapidly growing proprietary trading firm is looking for a Quantitative Researcher to join its research team and help develop the next generation of systematic trading strategies. You'll work alongside experienced researchers, traders and engineers, tackling complex problems across data science, machine learning and financial markets, with your research directly influencing live trading systems.

This is an opportunity to join a high-performing team made up of experienced professionals from some of the world's leading quantitative trading firms, within a collaborative environment that values curiosity, innovation and technical excellence.

You'll be responsible for researching, developing and improving quantitative trading strategies across crypto spot and derivatives markets. From identifying market inefficiencies to building predictive models and taking ideas into production, you'll have significant ownership over your work while collaborating closely with both trading and engineering teams.

Key Responsibilities

• Design, develop and backtest quantitative trading strategies
• Analyse large market datasets to identify alpha opportunities
• Build predictive models for price movements, volatility and liquidity
• Research market behaviour using statistical and machine learning techniques
• Develop research tools, backtesting frameworks and data pipelines
• Work closely with traders and software engineers to deploy production strategies
• Monitor live strategy performance and continually optimise models

Requirements

• 3+ years of quantitative research experience within a trading firm, hedge fund or research-driven environment
• MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering or another highly quantitative discipline
• Strong commercial experience applying machine learning techniques
• Excellent understanding of statistics, probability and mathematical modelling
• Advanced Python skills, including experience with data science libraries such as NumPy, Pandas and scikit-learn
• Experience working with time-series data
• Strong analytical thinking and a research-first mindset
• Excellent communication skills

Desirable Experience

• Experience researching crypto markets
• Background within quantitative trading or hedge funds
• Knowledge of market microstructure or order flow analysis
• Experience with large-scale data processing technologies
• Exceptional competitive programming or academic achievements, including Kaggle, IOI, IMO or ACM ICPC

What We Offer

• The opportunity to see your research directly power live trading strategies
• High levels of autonomy and ownership over your research
• Competitive salary and benefits package
• Flexible working arrangements and genuine work-life balance
• Access to cutting-edge AI tools and modern research infrastructure
• International team with regular company workations and team trips
• A chance to join one of the fastest-growing areas of quantitative finance