Python Quantitative Researcher – FX

TN United Kingdom; London; On-site; GBP 600,000 - 1,000,000; Full time

Job summary

An innovative investment firm in London is seeking a talented Python Quantitative Researcher to enhance their systematic trading strategies in FX markets. This role promises substantial project ownership within a collaborative environment, allowing you to leverage your expertise in Python and quantitative analysis. You will be responsible for identifying market anomalies, evaluating datasets, and overseeing the entire development process from idea generation to deployment. Join a team of top industry talents and contribute to cutting-edge research that drives success in a meritocratic setting. This position offers competitive compensation and opportunities for professional growth.

Benefits

Tuition Assistance

Professional Development Opportunities

Volunteering and Charity Work Opportunities

Qualifications

• 3+ years of experience in systematic alpha research in FX.
• Strong understanding of applied statistics and data analysis.

Responsibilities

• Discover systematic anomalies in FX markets and evaluate new datasets.
• Engage in systematic macro trading and manage intra-day strategies.

Skills

Python

Applied Statistics

Linear Algebra

Time Series Models

Data Analysis

Education

Advanced Degree in Maths or Quantitative Fields

Tools

Statistical Software

Job description

Python Quantitative Researcher – FX, London

Client: Oxford Knight

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Reference: 057b372ee080

Job Views: 7

Posted: 24.04.2025

Expiry Date: 08.06.2025

Job Description:

Salary: Total compensation can reach £600k-£1 million per year.

Research at this leading investment firm is crucial for their continued success. Based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes.

As part of a small 'trading pod', working closely with the Portfolio Manager, you will engage in systematic macro trading within FX, managing intra-day strategies and developing HFT strategies for passive execution.

Role

They seek an exceptional Quantitative Researcher with Python expertise to join their growing London team. Your responsibilities include discovering systematic anomalies in FX markets, evaluating new datasets, and handling end-to-end development—from generating alpha ideas to backtesting, optimization, and production deployment.

This role offers significant project ownership within a collaborative, start-up-like environment, making it an excellent opportunity.

Requirements:

• 3+ years’ experience in a similar role (e.g., systematic alpha research in FX)
• Advanced degree (MS or PhD) in Maths or other quantitative fields from a leading university
• Strong understanding of applied statistics, linear algebra, and time series models
• Proficiency with large, raw data sources
• Competitive salary plus bonuses and benefits
• Meritocratic environment with top industry talent
• Opportunities for professional development (including tuition assistance)
• Opportunities for volunteering and charity work