Quantitative Researcher

Good Markets Holdings Ltd.; Greater London; On-site; GBP 70,000 - 90,000; Full time

Benefits offered by this job

Competitive compensation

High-energy environment

Work with founders on real trading systems

Job summary

A financial technology firm in London is seeking a Quant Researcher to influence trading engine development and volatility prediction models. Candidates should hold a PhD in a quantitative field and have strong skills in mathematical modelling, Python, or C++. This role offers competitive compensation and the chance to work directly with founders on innovative trading systems.

Qualifications

• PhD in Particle Physics, Applied Mathematics, Computer Science, Statistics, Engineering, or similar.
• Strong mathematical modelling background.
• Solid experience with Python or C++.

Responsibilities

• Designing, testing, and refining systematic trading strategies.
• Building predictive models for volatility and regime detection.
• Running large-scale simulations and time-series modelling.

Skills

Mathematical modelling

Python

C++

Time-series analysis

Machine Learning

Education

PhD in a quantitative field

Job description

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.

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.

How to Apply

Submit your CV and a short note about your research background to: [e-mail]

Contact us

Good Markets Holdings Ltd.
49 Grosvenor Street, London, England, W1K 3HP,United Kingdom