Quantitative Researcher – Vol Mid Frequency

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

Job summary

A leading proprietary trading firm is seeking a Quantitative Researcher for Volatility Mid Frequency strategies in London. This role involves spearheading research efforts, optimizing strategies, and mentoring a team. Ideal candidates will have a strong quantitative background and experience in high-frequency trading.

Qualifications

• Proven track record of at least 3 years.
• Experience in developing and executing MFT Volatility Strategies.
• Proficient in coding languages such as Python, C++, or Java.

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 strategy performance.

Skills

Quantitative Analysis

Risk Management

Alpha Generation

Team Leadership

Collaboration

Education

Bachelor’s or master’s degree in Mathematics, Physics, Statistics, Computer Science

Tools

Python

C++

Java

Job description

Social network you want to login/join with:

Quantitative Researcher – Vol Mid Frequency, London

Client:

Location:

London, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

1

Posted:

23.05.2025

Expiry Date:

07.07.2025

Job Description:

Quantitative Researcher – Vol Mid Frequency

A global prop trading company is hiring for a 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 optimizing strategy performance. Working closely with top traders, technologists, and risk managers, you will have the opportunity to lead a team of researchers and contribute 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 strategy performance 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 at least 3 years.
• Experience in developing and executing MFT Volatility Strategies.
• Proficient in coding 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 disciplines.

This is a rare opportunity to work with top portfolio managers to optimize execution and performance. If you're passionate about high-frequency trading and eager to advance your career at a leading proprietary trading firm, this position is ideal for you.