Join one of the world’s leading systematic trading firms, where research is the competitive advantage.
Unlike many larger firms, they keep research at the centre of everything they do. They deliberately remain small, highly collaborative and research-led, giving researchers genuine ownership from idea generation through to live deployment. If you’re motivated by solving difficult problems rather than navigating bureaucracy, this is an environment worth exploring.
The Role
You’ll conduct fundamental quantitative research to discover new sources of alpha in global financial markets. You’ll remain close to your research, from ideation to deployment to iteration based on real-world performance. This is a highly research-driven environment where new ideas and failure are welcomed!
The firm is particularly keen to speak to both seasoned Quant Researchers and AI Researchers who are keen to move into Quantitative Finance.
Some (but not all) of the topics they are interested in include:
- Statistical arbitrage
- Reinforcement learning
- Foundation models
- Predictive modelling
- Time series modelling
- Optimisation
What They’re Looking For:
They are happy to hire people who are already Quant Researchers or those who are in AI Research but are keen to move into Quant Finance. For the latter, they would expect:
- PhD or Master’s degree in Statistics, Maths, or other relevant topics
- Top-tier publications (NeurIPS, ICML, ICLR, AISTATS etc.)
- Track record of solving difficult problems, particularly in noisy, high-dimensional environments.
- A genuine passion for the world of Quant Finance
- A solid understanding of core topics/terminology
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