Quantitative Researcher (PhD)
: Job Details :

Company Insight

A leading global investment management firm that employs a diverse range of systematic and quantitative strategies across financial markets , aiming to deliver high-quality, uncorrelated return for its clients. This firm is renowned for its deep expertise in trading, technology and operations, which is driven by meticulous scientific research. As a technology and data-driven firm, they develop and maintain their own advanced systems, including high performance trading platforms and, cutting edge large-scale data analysis and computing infrastructure.

The company operates globally, with offices in major financial hubs, and promotes collaboration across its investment, technology, and operations teams. Its global presence enables a unified approach to investment and strategy, ensuring that expertise and innovation are shared across regions.

Your Role

• Research and implement strategies within the firm's automated trading framework.
• Analyze large data sets using advanced statistical methods to justify trading opportunities.
• Develop a deep understanding of market structure across various exchanges and asset classes.
• Focus on researching and executing trading ideas throughout the day.
• Monitor strategy performance and behavior intermittently during market hours.

Experience Required

• PhD or post-doc quantitative background – includes Mathematics, Computer Science, Physics, Financial Engineering, Statistics, Econometrics and Operations Research.
• Programming proficiency with at least one major programming or scripting language – e.g. C++, Java, Python.
• PhD or post-doc graduate 2024/25

Pre-Application

• Please do not apply if you are looking for contract or remote work.
• Please ensure you meet the required experience section prior to applying.
• Allow 1-5 working days for a response to any job inquiry.
• Your application is subject to our privacy policy, found here: