Quantitative Researcher – Experienced

Overview

In this pure research role, you will advance quantitative methods to predict moves in global financial markets, leveraging massive compute and state-of-the-art ML. You will work within a research-centric London team, developing and testing ideas with real-world data in an academic-style environment. The role blends curiosity with scale, enabling you to tackle foundational questions and deliver impactful insights. You join a mission-driven firm that values rigorous experimentation, collaboration, and a commitment to inclusive, high-quality research.

Pay / Benefits

• competitive compensation
• annual discretionary bonus
• 35 days’ annual leave
• 9% pension contributions
• comprehensive healthcare and life assurance
• cycle-to-work scheme

Responsibilities

• apply scientific techniques and statistical analyses to market data
• develop and test novel ideas using real-world data
• utilize high-performance computing and ML methods to push performance
• contribute to a research culture that balances exploration with execution
• interact with cross-functional peers to translate insights into research directions
• maintain rigorous documentation and reproducible research practices

Key requirements

• experience conducting self-directed research in finance, technology, or academia
• Masters or PhD in a highly quantitative field
• strong programming skills in at least one programming language
• proven track record of impactful research in academia or industry

• curiosity
• self-motivation
• ability to work independently
• statistical analysis
• machine learning techniques
• large-scale data processing

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