(Macro) Quantitative Researcher

We are 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.

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