Quantitative Researcher

We are working with a leading global multi-strategy trading platform on their graduate and PhD-level Quantitative Researcher hiring for 2026/2027.

The Role

As a Quantitative Researcher you will:

• Research and develop predictive signals from large, noisy datasets
• Build, test and validate models with rigorous attention to statistical robustness, overfitting and transaction costs
• Work alongside portfolio managers, traders and engineers to take research from prototype into production
• Monitor live model performance and investigate divergence between expected and realised behaviour

Teams operate across the full frequency spectrum, from high-frequency and intraday through to medium-frequency, multi-day horizons, and across equities, futures, FX, options and other liquid asset classes. Placement is based on candidate fit rather than a fixed assignment.

Requirements

• Bachelor's, Master's or PhD from a leading university in a highly quantitative discipline, 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 the ability to make progress on open-ended problems independently

Preferred

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

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