Quantitative Researcher

Good Markets; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Good Markets in London seeks a Quant Researcher with a PhD to influence trading engines, volatility models, and risk controls, working on-site with the founders.

You'll build predictive models for volatility, regime detection, and market structure, run large-scale simulations, and contribute to automated execution improvements.

Strong mathematical background and proficiency in Python or C++ are essential; experience with ML for time-series is a plus.

Qualifications

• PhD in a quantitative field.
• Strong mathematical modelling background.
• Experience with time-series data analysis and large datasets.
• Proficiency in Python or C++.

Responsibilities

• Designing, testing, and refining systematic trading strategies.
• Building predictive models for volatility, regime detection, and market structure.
• Designing dynamic thresholding and adaptive decision systems.
• Running large-scale simulations and time-series modelling.
• Contributing to signal research and automated execution improvements.
• Helping shape the next generation of Good Markets’ algorithmic frameworks.

Skills

Mathematical modelling

Time-series analysis

Large dataset handling

Problem solving

Education

PhD in quantitative field

Tools

Python

C++

Pandas

NumPy

Numba

GPU workflows

Job description

About Us Good Markets is building advanced algorithmic trading systems across FX and crypto, combining dynamic hedging, multi-agent grid logic, machine-learning techniques, and high-frequency data insights. We’re expanding the research team with exceptional talent who want to push the boundaries of systematic trading and simulation at scale.

Location: London (on-site)

Company: Good Markets

Role Type: Full-time

The Role

We are looking for a Quant Researcher with a PhD in Particle Physics, Applied Mathematics, Computer Science, Statistics, Engineering, or a similarly quantitative field. Your work will directly influence the development of our trading engines, volatility prediction models, dynamic thresholds, and multi-layered risk controls.

You’ll Work Closely With The Founders On

• Designing, testing, and refining systematic trading strategies
• Building predictive models for volatility, regime detection, and market structure
• Designing dynamic thresholding and adaptive decision systems
• Running large-scale simulations and time-series modelling
• Contributing to signal research and automated execution improvements
• Helping shape the next generation of Good Markets’ algorithmic frameworks

What You’ll Need

• PhD in a quantitative field (Particle Physics strongly preferred)
• Strong mathematical modelling background
• Solid experience with Python or C++ (bonus if you know pandas, numpy, numba, multiprocessing, or GPU workflows)
• Ability to structure and analyse large time-series datasets
• Curiosity and creativity in solving complex problems
• Interest in trading, market microstructure, or systematic strategies
• Ability to work on-site in our London office

Nice To Have

• Experience with ML/AI for time-series prediction
• Exposure to FX, crypto, or high-frequency data
• Experience designing or evaluating algos, simulations, or optimisation routines
• Understanding of statistics, stochastic processes, PDEs, or signal processing
• Curiosity about agent-based modelling, reinforcement learning, or market regimes

Why Join Us

• Work directly with founders on real trading systems deployed in live markets
• Zero bureaucracy, we build, test, iterate, and ship
• Massive opportunity to shape the research culture from day one
• Competitive compensation with strong upside potential
• High-energy environment where physics-level thinking is genuinely valued

If you’re a builder, a thinker, and someone who loves wrestling with complex systems, we’d love to speak with you.