Location
london
Job Type
Full-time
Posted
June 06, 2026
Job Description
My client is a research-driven quantitative trading firm operating continuously across global markets. Their edge comes entirely from systematic models, not intuition, and their researchers own the full stack: hypothesis, signal, backtest, implementation, and live trading. If your work is good, it goes live. If it doesn't perform, you find out why and fix it.
What you'll be working on:
- Developing alpha-generating signals and pricing models for ETF and index-related strategies
- Analysing market microstructure: quote dynamics, liquidity, intraday flows, and passive rebalancing mechanics
- Working with large-scale tick data to identify and exploit structural inefficiencies in exchange-traded products
- Improving execution models and understanding cross-asset hedging relationships
What they are looking for:
- Strong quantitative background (PhD or equivalent researc...