My client is a leading quant investment firm with offices globally. They deploy systematic trading strategies across asset class; including equities, futures, and foreign exchange.

Researchers are responsible for quantitative research using statistical and predictive modelling techniques. Successful researchers manage all aspects of the research process and work on the full lifecycles of strategy development, including analysis, testing, prototyping, back-testing, and performance monitoring.

The ideal candidate will join from a similar background in another fund of the quant trading group within a bank. This is the opportunity to join a small team and work alongside highly profitable Portfolio Managers and with some of the brightest minds in the industry. Team members combine strong technical skills and a passion for problem-solving with an intense curiosity about financial markets and human behaviour. Successful researchers manage all aspects of the research process and work o


  • Research and implement various trading strategies
  • Identify new trading opportunities by using statistical methods and analysing large data sets
  • Ensure that all data and related processes are prepared and check over strategies that have been implemented as well as tracking their behaviour
  • Work closely with other researchers to develop and continuously improve upon mathematical models, and help translate algorithms into code

Ideal Candidate

  • Experience of researching, or implementing quantitative models for equities, futures, and/or FX,
  • Masters or PhD in Maths, Stats, Physics, Computer Science, or another quantitative discipline
  • Strong analytical and quantitative skills
  • Demonstrated ability to conduct independent research utilizing large data sets
  • Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl

Please contact Peter Hayward on  0208 057 9260 or email for more information