Quantitative Researcher – London
Core
Develop cutting-edge signals, models, and trading strategies for global financial markets using rigorous statistical and computational methods.
Role type
Quantitative Researcher (Systematic Trading)
Builds
Research infrastructure components, data pipelines, and trading strategies
Domain
Quantitative Finance / Financial Markets
Deliverable
production ML models
Required skills
Advanced mathematics, statistical analysis, Python programming, C++ programming, data pipeline design, model evaluation
Preferred skills
Experience with data-intensive problems, applied mathematical research, success in mathematical competitions (IMO, Putnam), prior quantitative/trading environment experience
Technologies
Python, C++