Augmentti in London seeks a systematic quant researcher to own the full research pipeline across multiple asset classes, from signal generation to live capital deployment. You will work in a cross-asset environment spanning intraday to weekly horizons.
You will build and test predictive models against real market data, defend views, and collaborate in a transparent, code-first culture with peer review. The role emphasizes statistical rigor, cross-asset thinking, and production-quality software
#J-18808-LjbffrCross-Asset Quant Researcher: From Idea to Live Trading employer: Augmentti
As a leading proprietary trading firm in London, we pride ourselves on fostering a dynamic and collaborative work culture that empowers our employees to innovate and excel. With access to cutting-edge GPU infrastructure and a meritocratic environment, we offer exceptional growth opportunities for those eager to develop systematic trading strategies and make a tangible impact in the financial markets. Join us to be part of a team that values curiosity and challenges the status quo, ensuring your contributions are recognised and rewarded.
