Quantitative Researcher
We are building a high-performance trading and liquidity platform across multiple asset classes, and are looking for a Quantitative Researcher to drive alpha generation and strategy development. This role sits at the core of our trading capability, combining data, research, and real-time decision-making to improve performance at scale.
What You'll Do
- Research and develop quantitative strategies across high-frequency or systematic trading environments
- Analyze large, complex datasets to identify patterns, signals, and inefficiencies
- Design and validate models for pricing, execution, and risk management
- Work closely with trading and engineering teams to bring strategies into production
- Continuously monitor, refine, and improve model performance in live environments
What We're Looking For
- Strong background in Mathematics, Statistics, Physics, Computer Science, or a related field
- Solid experience in quantitative research, ideally within trading or high-performance environments
- Strong programming skills (Python required; C++ is a plus)
- Deep understanding of probability, statistics, and time series analysis
- Strong problem-solving mindset and ability to translate research into real-world impact
- Experience with low-latency systems or real-time data processing
- Exposure to multi-asset environments (e.g., FX, commodities, equities)
- Familiarity with execution strategies, market microstructure, or signal generation
