Quantitative Researcher – Vol Mid Frequency

JR United Kingdom; Liverpool; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading proprietary trading company in Liverpool is seeking a Quantitative Researcher to drive innovative research for volatility-based strategies. The successful candidate will leverage advanced quantitative methods, support alpha generation, and mentor a team to optimise trading strategies. This role offers an exciting opportunity to work closely with top traders and make a significant impact in high-frequency trading.

Qualifications

• 3+ years track record in MFT Volatility Strategies.
• Proficient coding skills in Python, C++, or Java.
• Degree in a quantitative field.

Responsibilities

• Develop and maintain MFT strategies.
• Conduct comprehensive back testing and stress testing.
• Guide and mentor a team of quantitative researchers.

Skills

Quantitative Methods

Alpha Generation

Risk Management

Programming (Python, C++, Java)

Education

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

Job description

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Quantitative Researcher – Vol Mid Frequency, liverpool

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Client:

Location:

liverpool, 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.