Role
Initially you will be mentored by a senior member of the team and will be responsible for implementing and optimizing existing strategies. You will work on the research, design and C++ implementation of innovative data analysis algorithms and tools and the research, back‑testing, C++ implementation and deployment of new trading strategies.
Requirements
- PhD from a top tier University in any of the following subjects: Computer Science, Machine Learning, Artificial Intelligence, Statistics, Operations Research, Econometrics, Signal Processing, Computer Vision.
- Exceptional Masters level students considered.
- Understanding of how to translate research expertise to contributions in development and optimisation of quantitatively driven strategies and trading.
- Experience with large data sets or noisy data.
- Distinguished background in research or internships at reputable organisations.
- Strong software programming skills in C++, Perl or Python.
- Demonstrable interest in systematic trading.
- Background in time series analysis, statistics, reinforced learning algorithms, portfolio theory.
- Candidates who completed a PhD this year or graduate in 2018 and are looking for a role post‑PhD are considered.
Interviews will consist of meetings with senior partners as well as technical rounds with quants and developers.
No work visa can be provided for this role.
#J-18808-Ljbffr”, “datePosted”: “2026-05-18”, “hiringOrganization”: { “@type”: “Organization”, “name”: “Jobs via eFinancialCareers”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__435635576__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=33” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “London” } } }Role
Initially you will be mentored by a senior member of the team and will be responsible for implementing and optimizing existing strategies. You will work on the research, design and C++ implementation of innovative data analysis algorithms and tools and the research, back‑testing, C++ implementation and deployment of new trading strategies.
Requirements
- PhD from a top tier University in any of the following subjects: Computer Science, Machine Learning, Artificial Intelligence, Statistics, Operations Research, Econometrics, Signal Processing, Computer Vision.
- Exceptional Masters level students considered.
- Understanding of how to translate research expertise to contributions in development and optimisation of quantitatively driven strategies and trading.
- Experience with large data sets or noisy data.
- Distinguished background in research or internships at reputable organisations.
- Strong software programming skills in C++, Perl or Python.
- Demonstrable interest in systematic trading.
- Background in time series analysis, statistics, reinforced learning algorithms, portfolio theory.
- Candidates who completed a PhD this year or graduate in 2018 and are looking for a role post‑PhD are considered.
Interviews will consist of meetings with senior partners as well as technical rounds with quants and developers.
No work visa can be provided for this role.
#J-18808-Ljbffr…