Quantitative Researcher

Opportunity Overview

The Role

• Research and develop predictive signals from large, noisy datasets.
• Build, test, and validate models with attention to statistical robustness, overfitting, and transaction costs.
• Work with portfolio managers, traders, and engineers to move research from prototype into production.
• Monitor live model performance and investigate divergence between expected and realised behaviour.
• Teams cover high-frequency, intraday, medium-frequency, and multi-day horizons across equities, futures, FX, options, and other liquid asset classes.

Requirements

• Bachelor’s, Master’s, or PhD from a leading university in a highly quantitative discipline such as mathematics, statistics, physics, computer science, electrical engineering, or similar.
• Exceptional academic record.
• Strong programming ability in C++ or Python.
• Rigorous grounding in probability, statistics, and linear algebra.
• Scientific scepticism, intellectual honesty, and ability to make independent progress on open-ended problems.

Preferred Qualifications

• PhD in a quantitative discipline with a strong research or publication record.
• Prior quantitative internship at a hedge fund, proprietary trading firm, or investment bank.
• Strong results in relevant international or national competitions such as IMO, IPhO, IOI, ICPC, Putnam, or Kaggle.
• Experience applying machine learning to time-series or low signal-to-noise data.

Application

• Applications are requested by CV through the stated recruitment contact.