My client are a leading hedge fund with a strong presence in global systematic trading. After strong performances in 2024 across multiple business areas, they are looking to expand their London office with experienced quantitative researcher hires. K...
Quantitative Researcher 22 Bishopsgate, London- Hybrid Permanent At AXA IM our purpose, to act for human progress by investing for what matters, is central to every action we take as a business. As a responsible asset manager, we actively invest for ...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
At SEI we value our employees and believe in driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. Quantitative Investme...
One of the market leading prop trading firms are looking for a recent graduate to join their High Frequency Trading team as a Quantitative Researcher. The successful candidate will be responsible for Alpha Research, Signal Generation and developing H...
JOB OVERVIEW We are seeking a talented and experienced blockchain researcher to join our trading firm in a full time role. The ideal candidate should have a strong background and understanding of the various aspects of EVM blockchains, EVM Layer 2 ne...
Systematic Quant Researcher A leading hedge fund, analogous to the quasi-academic, creative, research driven environments, is seeking exceptional quant researcher to join their systematic trading group. Quant Researchers are tasked with using a varie...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
This team specialises in the electronic trading, leveraging advanced quantitative techniques to enhance market-making strategies and drive improvements in algorithmic trading. The ideal candidate will have strong expertise in quantitative research, c...
My client is systematic hedge fund with offices globally. Their teams trade all liquid markets and cover a mix of HFT, Stat Arb/Mid-Frequency, Quant Macro, and Event-Driven strategies. The firm is looking for junior-level Quantitative Researchers to ...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Key Qualifications: Experience : A minimum of 5 years in quantitative research or trading, with relevant experience in commodities, cash equities/equity indexes, or FX and rates. Educational Background : Master’s or PhD in a quantitative discipline s...
RavenPack is the leading big data analytics provider for financial services. Financial professionals rely on RavenPack for its speed and accuracy in analyzing large amounts of unstructured content. RavenPack’s products allow clients to enhance return...
Quantitative Researcher - London/Dubai We are looking for an exceptional Systematic Global Macro Quantitative Researcher to join a successful systematic pod in London or Dubai. The successful candidate will be responsible for developing and implement...
Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of...
Responsibilities: manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Indeoendently conducting quantitative finance research with a ...
You will join a small, prestigious mid-frequency systematic quant team at a highly successful proprietary trading firm. You will take ownership of the full lifecycle of creating market leading systematic trading strategies. This will consist of resea...
Role:- Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. Research and implement various trading strategies Identify new trading opportunities by using statistical methods and analy...
Responsibilities: Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring Improvement of existing strategies Has experience on her/ his own rese...
Responsibilities: At least 5 years maximum 10 years of experience within high-frequency trading in equities Creating new alpha signal/ alpha generation (has a track record) Statistical arbitrage experience Lead the research department (3 people) Your...
Salary: up to 200k base bonus Summary Leading HFT fund looking for a self-driven quantitative researcher to join their centralised Latency team where you will draw on your problem-solving skills and data science/statistics experience to analyse billi...
Role:- Developing mathematical models to solve difficult stochastic problems. Analyzing convergence and boundedness properties of algorithms and estimates. Estimating predictive functions from large data sets. Translating your models to fast computat...
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