Quantitative Researcher - Mid Freq Futures & Equities

JR United Kingdom; Birmingham; On-site; GBP 60,000 - 90,000; Full time

Job summary

A world-renowned hedge fund in Birmingham seeks a skilled Quantitative Researcher for its MFT Futures and Equities team. This role focuses on developing and optimizing trading strategies in mid-frequency markets, requiring advanced expertise in quantitative analysis and algorithmic trading. Join a dynamic team and drive innovation within the investment landscape.

Qualifications

• Experience in generating alpha and developing signals in Futures market.
• Strong background in mid-frequency Futures strategies.
• Extensive proficiency in programming languages such as Python, C++, or Java.

Responsibilities

• Design, implement, and optimize mid-frequency algorithmic trading strategies.
• Explore innovative trading products to enhance risk-adjusted returns.
• Collaborate with researchers to improve strategies and identify opportunities.

Skills

Quantitative trading

Programming (Python, C++, Java)

Machine learning

Education

Advanced degree (Master's/PhD) in Mathematics, Physics, Statistics, Computer Science

Job description

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Quantitative Researcher - Mid Freq Futures & Equities, birmingham

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Client:

Location:

birmingham, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

Quantitative Researcher – Mid Freq Futures & Equities

A world-renowned hedge fund is seeking an experienced Quantitative Researcher to join their MFT Futures and Equities team. This role will focus on mid-frequency trading, with responsibility for the design, implementation, and optimization of advanced trading strategies. You will collaborate with a highly skilled team of researchers and engineers, driving continuous performance improvements and leading innovation in quantitative trading.

Responsibilities:

• Explore and deploy innovative trading products and strategies to diversify portfolios and enhance risk-adjusted returns
• Design, implement, and optimize mid-frequency algorithmic trading strategies for Futures and Equities markets.
• Regularly assess and refine strategies to ensure they remain aligned with evolving market conditions and operational objectives.
• Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities.

Qualifications:

• Advanced academic qualifications (Master's/PhD) in a quantitative field, such as Mathematics, Physics, Statistics, Computer Science, or a related discipline.
• Proven experience in generating alpha and developing high-performing signals within the Futures market.
• Strong background in quantitative trading, with specific expertise in mid-frequency Futures strategies or comparable asset classes.
• Extensive proficiency in programming languages such as Python, C++, or Java.
• Deep expertise in machine learning techniques and tools, with a focus on their application in strategy development and optimisation.

This position offers an exceptional opportunity for a seasoned quantitative researcher to make a significant impact within mid-frequency futures and Equities markets. If you are driven by the pursuit of innovation in algorithmic trading and are looking for a challenging, high-impact role, we invite you to apply.