Quantitative Researcher – Macro We are is thrilled to partner with an industry-leading quant trading firm seeking talented Quantitative Researchers to join their London team.
This is an opportunity to work alongside top-tier professionals in a dynamic, innovative environment that values expertise and data-driven results.
The Firm:
Elite Quant Trading Powerhouse with a global presence Known for innovative, cross-asset strategies beyond equities Equipped with advanced research and trading technology Focused on alpha generation, risk management, and market precision The Role:
Seeking Quantitative Researchers with expertise in Non-Equity, Cross-Asset Strategies
Key Responsibilities:
Conduct in-depth research for cross-asset, non-equity strategies Develop and back-test models focused on mid-low frequency trading Identify unique opportunities in derivatives and volatility Contribute to a collaborative environment, leveraging firm-wide resources Maintain strict adherence to industry standards and regulatory requirements Preferred Experience:
2+ years of experience in quantitative research Strong background in non-equity markets and cross-asset strategies Proficiency in programming and model development Solid understanding of derivatives and volatility dynamics Analytical mindset with a passion for financial innovation What's in it for you?
Competitive compensation package and growth potential Access to state-of-the-art research and trading technology Be part of a forward-thinking firm where cross-asset quant research is a priority Collaborate with and learn from industry leaders in a supportive environment Why Join Us?
We're working with clients who are redefining the industry through advanced, rules-based methodologies and genuine market innovation.
If you're looking for a role that challenges the status quo and prioritizes high-impact, data-driven strategies, this could be the perfect opportunity.
Seán Sweeney?
0044 3300 522 127
Gavin Mulhern ?
0044 3300 522 127