Augmentti seeks a senior systematic quant researcher to own the full research pipeline—from signal generation and testing to portfolio-level analysis and live deployment. You will work across equities, futures, FX, credit, and commodities, addressing signal decay, regime shifts and cross-asset dynamics.
London focus, with opportunity to engage across major hubs (NYC, Singapore, HK, Chicago). You’ll translate ideas into backtested strategies and production-ready Python and C++ code in a
#J-18808-Ljbffr
Cross-Asset Quant Researcher — Live Capital Trading employer: Augmentti
At Augmentti, we pride ourselves on fostering a high-impact research culture that empowers our Quantitative Researchers to take ownership of the full research pipeline. Located in a dynamic environment, we offer competitive benefits, a collaborative work culture, and ample opportunities for professional growth, ensuring that our employees can thrive while making meaningful contributions to our cross-asset strategies.
