Quantitative Researcher Options, Futures & Equities
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About the Role
Seeking experienced Quantitative Researchers for strategy development in Options, Futures, and Equities with strong programming skills and data-driven modeling expertise.
Key Skills for This Role
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Overview
Not every research seat is created equal.
This one stands out.
A leading, technology driven trading firm is looking to hire experienced Quantitative Researchers across Options, Futures and Equities (D1), into an environment where researchers own problems end to end and work directly alongside traders.
This is not a support function.
Research here has a direct line to live trading and genuine commercial impact.
The role spans strategy development across pricing, modelling, forecasting and execution, working with large internal and external datasets in a computationally intensive setting.
The feedback loop is short, the problems are hard, and the people around you are among the best in the market.
What makes this particularly interesting is the breadth of backgrounds being considered.
Researchers coming from options volatility, delta one equities or futures trading are all in scope, and the firm has the depth and infrastructure to support researchers who want to grow into new areas.
Location
s span New York, London, Singapore, Shanghai and the UAE, giving candidates a degree of flexibility that is increasingly rare at firms of this calibre.
Compensation
is highly competitive, reflecting experience, track record and performance through the process.
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