Quantitative Strategist

CMC Markets; London; On-site; GBP 45,000 - 75,000; Full time

Job summary

CMC Markets is looking for a Quantitative Strategist to join their Centralised Risk Book team in London. This role involves analysing trading risks, conducting behavioural finance research, and supporting strategic decision-making through quantitative insights. Ideal candidates will have a Master’s/PhD in a quantitative field and strong Python skills, with a passion for financial markets and risk management. This position offers a unique opportunity for exposure to senior leadership and the trading desks, contributing to firm-wide strategy.

Qualifications

• Strong coding skills (Python preferred) and analytical mindset.
• Interest in behavioural finance and psychology's impact on market outcomes.
• Clear communication skills and a collaborative spirit.

Responsibilities

• Analyse trading risk and client flow across asset classes.
• Support scenario modelling and capital-at-risk frameworks.
• Research market psychology and behavioural patterns.
• Build and enhance dashboards and tools (Python/Excel).
• Present insights to senior stakeholders.

Skills

Python

Analytical mindset

Quantitative analysis

Research in behavioural finance

Education

Master’s/PhD in a quantitative or financial field

Tools

Python

Excel

Bloomberg

Refinitiv

Job description

We're hiring a Quantitative Strategist

Focus: Cross-asset risk, behavioural finance, macro strategy

We are offering a unique opportunity to join the team here at CMC Markets as a Quantitative Strategist to join our Centralised Risk Book (CRB) team. This is a highly visible role providing direct exposure to the Senior Leadership and trading desks, shaping firm-wide strategy at the intersection of risk, research, and behavioural finance. As a member of the CRB team, you’ll be at the heart of cross-asset trading risk and macro-financial insight. This is a dynamic, intellectually stimulating role at the intersection of quantitative research, investor behaviour, and strategic risk management.

What you'll do

• Analyse trading risk and client flow across asset classes (equities, FX, rates, credit, commodities)
• Support scenario modelling, stress testing, and capital-at-risk frameworks
• Research market psychology, sentiment shifts, and behavioural patterns in investor flow
• Build and enhance dashboards and tools (Python/Excel) to support decision-making
• Present insights to senior stakeholders and contribute to firm-wide strategy

What we're looking for

• Master’s/PhD in a quantitative or financial field ((e.g. Economics, Financial Engineering, Mathematics, Statistics, Data Science).
• Up to 3 years’ experience (internships and research welcome!)
• Strong coding skills (Python preferred), and an analytical, inquisitive mindset
• Interest in behavioural finance and how psychology shapes market outcomes
• Clear communication, a collaborative spirit, and a desire to learn fast

Nice to have

• Exposure to trading/risk systems (Bloomberg, Refinitiv, etc.)
• Research in behavioural economics or sentiment analysis
• Understanding of narrative-driven price moves in flow-heavy markets