Quantitative Researcher - Mid Freq Futures & Equities

JR United Kingdom; Bristol; On-site; GBP 70,000 - 120,000; Full time

Job summary

A world-renowned hedge fund seeks a Quantitative Researcher for its MFT Futures and Equities team. Candidates will develop innovative mid-frequency trading strategies, collaborating with top-tier researchers to enhance performance in the fast-paced trading environment. This role requires advanced quantitative skills and a passion for algorithmic trading.

Qualifications

• Advanced academic qualifications in a quantitative field.
• Proven experience in developing high-performing signals within the Futures market.
• Strong background in mid-frequency Futures strategies.

Responsibilities

• Design, implement, and optimize mid-frequency algorithmic trading strategies.
• Explore and deploy innovative trading products and strategies.
• Regularly assess and refine strategies to align with market conditions.

Skills

Programming in Python

Quantitative Trading Expertise

Machine Learning Techniques

Education

Master's or PhD in Mathematics, Physics, Statistics, Computer Science

Job description

Social network you want to login/join with:

Quantitative Researcher - Mid Freq Futures & Equities, bristol

col-narrow-left

Client:

Location:

bristol, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

3

Posted:

06.06.2025

Expiry Date:

21.07.2025

col-wide

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.