Quantitative Researcher – Vol Mid Frequency

JR United Kingdom; Bolton; On-site; GBP 50,000 - 80,000; Full time

Job summary

A global proprietary trading company is seeking a Quantitative Researcher specializing in Volatility Mid Frequency strategies to innovate and optimize trading performance. With responsibilities including strategy development and team leadership, this role offers a platform to work closely with expert traders. Ideal candidates will have a strong quantitative background and coding expertise, looking to advance their careers in a competitive trading environment.

Qualifications

• Proven track record of 3 years in quantitative analysis and strategy development.
• Experience with high-frequency trading strategies.
• Proficient in developing MFT Volatility Strategies.

Responsibilities

• Drive alpha generation through innovative signals and strategies.
• Maintain and optimize MFT strategies for efficiency.
• Back test strategies across market conditions and lead a team.

Skills

Coding in Python

Coding in C++

Coding in Java

Quantitative Analysis

Volatility Strategies Development

Education

Bachelor’s or master’s degree in Mathematics

Bachelor’s or master’s degree in Physics

Bachelor’s or master’s degree in Statistics

Bachelor’s or master’s degree in Computer Science

Job description

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Quantitative Researcher – Vol Mid Frequency, bolton, greater manchester

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Client:

Location:

bolton, greater manchester, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

Quantitative Researcher – Vol Mid Frequency

A global prop trading company is hiring for Vol MFT researcher, you will spearhead innovative research efforts, focusing on creating and optimizing volatility-based strategies using advanced quantitative methods. Your primary responsibilities will be to generate consistent alpha while managing risk and optimising strategy performance. Working closely with some of the top traders, technologists, and risk managers, you will have the opportunity to lead a team of researchers, contributing directly to the firm's success

Main Responsibilities:

• Drive alpha generation by developing innovative signals and implementing cutting-edge strategies
• Develop and maintain MFT strategies to ensure maximum efficiency in strategy execution
• Perform comprehensive back testing and stress testing to assess the performance of strategies across different market conditions
• Guide and mentor a team of quantitative researchers and analysts, promoting innovation and collaboration within the group

Ideal Candidate:

• Proven track record of 3yrs
• History of developing and executing MFT Volatility Strategies
• Proficient coding skills in languages such as Python, C++, or Java
• Bachelor’s or master’s degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related Quantitative disciplines

This is a rare opportunity to work with top portfolio managers to optimise execution and performance. If you're looking to make a meaningful impact in high-frequency trading and are enthusiastic about advancing your career at a leading proprietary trading firm, this position is ideal for you.