Quantitative Researcher - Mid Freq Futures & Equities

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

Job summary

A world-renowned hedge fund in the Oxford district seeks an experienced Quantitative Researcher for their Mid Freq Futures and Equities team. The role focuses on designing and optimizing advanced trading strategies in a collaborative environment. This position offers the chance to significantly impact algorithmic trading by driving innovation and continuous performance improvement.

Qualifications

• Advanced academic qualifications in a quantitative field required.
• Experience in generating alpha and developing high-performing signals in Futures.
• Deep understanding of mid-frequency strategies or comparable asset classes.

Responsibilities

• Explore and deploy innovative trading products and strategies.
• Design, implement, and optimize mid-frequency trading strategies.
• Assess and refine strategies based on market conditions.

Skills

Programming in Python

Programming in C++

Programming in Java

Machine Learning

Quantitative Trading

Education

Master's/PhD in Mathematics

Master's/PhD in Physics

Master's/PhD in Statistics

Master's/PhD in Computer Science

Job description

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Quantitative Researcher - Mid Freq Futures & Equities, oxford district

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Client:

Location:

oxford district, 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.