We are hiring a Quantitative Researcher to design, test, and falsify systematic trading hypotheses across liquid markets. The role is suited to someone who enjoys statistical work, skeptical review, and the practical constraints that appear when research meets live markets.
You will work across idea generation, data analysis, signal validation, and production review. The work is collaborative, but the standard is individual clarity: every result should be explainable, reproducible, and honest about uncertainty.
What You Will Do
- Build and test systematic signals across liquid markets.
- Design validation studies with out-of-sample testing, robustness checks, and cost assumptions.
- Analyse correlation, capacity, regime sensitivity, and portfolio interaction effects.
- Document research so that another researcher can reproduce the result.
- Work with engineering and trading colleagues to move approved signals toward production.
What We Look For
- Strong probability, statistics, and data analysis skills.
- Experience with Python or a comparable research language.
- Comfort challenging your own results before others do.
- Clear writing and structured thinking.
- Interest in markets, but no need for a traditional finance background.
How Success Looks
Success in this role is not measured by the number of ideas produced. It is measured by the quality of the ideas that survive review and by the clarity of the decisions made along the way. Retiring a weak signal quickly is valuable work.