Quantitative Researcher - Mid Freq Futures & Equities

JR United Kingdom; Stoke-on-Trent; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading hedge fund seeks a Quantitative Researcher for their MFT Futures and Equities team in Stoke-on-Trent. The role involves designing innovative mid-frequency trading strategies and optimizing existing ones while working alongside top-tier researchers and engineers. The successful candidate will hold an advanced degree and possess a strong background in quantitative trading and programming.

Qualifications

• Advanced academic qualifications in Mathematics, Physics, Statistics, or Computer Science.
• Proven experience in generating alpha in the Futures market.
• Deep expertise in machine learning application for trading strategies.

Responsibilities

• Design, implement, and optimize mid-frequency trading strategies for Futures and Equities.
• Explore and deploy innovative trading products to enhance risk-adjusted returns.
• Collaborate with a skilled team to continuously improve trading strategies.

Skills

Machine Learning Techniques

Quantitative Trading

Programming in Python

Programming in C++

Programming in Java

Education

Master's degree in Mathematics

PhD in Physics

PhD in Computer Science

Job description

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Quantitative Researcher - Mid Freq Futures & Equities, Stoke-on-Trent

Client:

Location:

Stoke-on-Trent, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

3

Posted:

06.06.2025

Expiry Date:

21.07.2025

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.