Quantitative Researcher

Fimador; Greater London; Presencial; GBP 55 000 - 85 000; Tempo integral

Resumo da oferta

Fimador in London is seeking a Graduate Quantitative Researcher to join a high-growth team operating in the banking and financial markets space. You will work closely with front-office stakeholders to translate research into production-ready models and tools that inform trading and pricing decisions.

You will analyse large datasets, develop statistically robust models, and backtest ideas against real and historical data, driving continuous improvement in quantitative strategies and financial

Qualificações

• Strong academic background in a quantitative discipline.
• Experience in quantitative research or systematic trading.
• Solid knowledge of probability, statistics and modelling.
• Experience with large financial datasets and backtesting.
• Familiarity with cloud-based data environments.

Responsabilidades

• Research and develop quantitative models across financial markets.
• Analyse large structured and unstructured datasets to identify patterns.
• Design and implement robust backtesting and research frameworks.
• Develop statistical, econometric and machine learning models.
• Work with historical and real-time market data to evaluate model performance.
• Translate research findings into scalable production solutions.
• Partner with quantitative developers, software engineers and front-office stakeholders.
• Improve existing models through validation, optimisation and performance analysis.
• Build tools and analytics to support trading, pricing and risk decisions.
• Present research findings and recommendations clearly to stakeholders.

Conhecimentos

Quantitative analysis

Time-series analysis

Statistical modelling

Data analysis

Problem solving

Machine learning

Formação académica

Bachelor's or Master's in Mathematics/Statistics/Physics/CS/Engineering/Econometrics

Ferramentas

C++

Java

Cloud computing (AWS/GCP)

Descrição da oferta de emprego

Fimador is recruiting for a Graduate Quantitative Researcher to join a high-growth firm operating within the banking and financial markets space in the City of London.

This is an opportunity to join a small, highly technical team where quantitative research sits close to real-world trading, pricing and investment decision-making. The role would suit someone who enjoys working in an exciting environment where they can take ownership of research, challenge existing approaches and have a direct impact on the development of quantitative strategies and financial products.

Key Responsibilities:

• Research and develop quantitative models across financial markets.
• Analyse large structured and unstructured datasets to identify patterns, signals and market opportunities.
• Design and implement robust backtesting and research frameworks.
• Develop statistical, econometric and machine learning models.
• Work with historical and real-time market data to evaluate model performance.
• Translate research findings into scalable production solutions.
• Partner closely with quantitative developers, software engineers and front-office stakeholders.
• Improve existing models through ongoing validation, optimisation and performance analysis.
• Build tools and analytics to support trading, pricing and risk decisions.
• Present research findings and recommendations clearly to technical and commercial stakeholders.

Experience Required - (Not all essential)

• (Essential) Strong academic background in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, Econometrics or a related subject.
• Experience within quantitative research, quantitative trading, systematic trading or a closely related area.
• Excellent understanding of probability, statistics and statistical modelling.
• Experience analysing large financial or alternative datasets.
• Knowledge of time-series analysis, optimisation and backtesting methodologies.
• Strong understanding of financial markets and market microstructure.
• Ability to take research from initial hypothesis through testing, validation and implementation.
• Knowledge of derivatives, equities, fixed income, FX or securities finance.
• Experience with C++, Java or another high-performance programming language.
• Familiarity with cloud-based data and research environments.