Job Description
Quantitative Researcher – Macro
We are is 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.
Seán Sweeney➡