Quantitative Researcher

AAA Global; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

AAA Global seeks a Quantitative Researcher at graduate/PhD level for 2026/2027 intake with front-office exposure to live trading. The role emphasizes strong quantitative ability and research judgment over prior finance experience.

You will develop predictive signals from large datasets, test models with rigorous statistics, and work with traders and engineers to put research into production while monitoring performance.

Qualifications

• Bachelor's, Master's or PhD from a leading university in a highly quantitative discipline.
• Exceptional academic record.
• Strong programming ability in C++ or Python.

Responsibilities

• Research and develop predictive signals from large, noisy datasets.
• Build, test and validate models with rigorous attention to statistical robustness, overfitting and transaction costs.
• Work alongside portfolio managers, traders and engineers to take research from prototype into production.
• Monitor live model performance and investigate divergence between expected and realised behaviour.

Skills

C++

Python

Education

Bachelor's/Master's/PhD in quantitative field

Job description

We are working with a leading global multi-strategy trading platform on their graduate and PhD-level Quantitative Researcher hiring for 2026/2027.

This is a front-office research seat with direct exposure to live trading. Candidates are assessed primarily on raw quantitative ability and research judgement rather than prior finance experience, and are matched to the team that best fits their background and interests.

The Role

As a Quantitative Researcher you will:

• Research and develop predictive signals from large, noisy datasets
• Build, test and validate models with rigorous attention to statistical robustness, overfitting and transaction costs
• Work alongside portfolio managers, traders and engineers to take research from prototype into production
• Monitor live model performance and investigate divergence between expected and realised behaviour

Teams operate across the full frequency spectrum, from high-frequency and intraday through to medium-frequency, multi-day horizons, and across equities, futures, FX, options and other liquid asset classes. Placement is based on candidate fit rather than a fixed assignment.

Requirements

• Bachelor's, Master's or PhD from a leading university in a highly quantitative discipline, mathematics, statistics, physics, computer science, electrical engineering or similar
• Exceptional academic record
• Strong programming ability in C++ or Python
• Rigorous grounding in probability, statistics and linear algebra
• Scientific scepticism, intellectual honesty and the ability to make progress on open-ended problems independently

Preferred

• PhD in a quantitative discipline with a strong research or publication record
• Prior internship in a quantitative capacity at a hedge fund, proprietary trading firm or investment bank
• Strong results in international or national-level competitions - IMO, IPhO, IOI, ICPC, Putnam, Kaggle or equivalent
• Experience applying machine learning to time-series or otherwise low signal-to-noise data