Quant Researcher - Compute Markets

Location: London, United Kingdom

Company

hirify.global is a diversified trading firm using proprietary capital, technology, and quantitative expertise across global financial and non-traditional markets.

What you will do

• Build and own pricing frameworks for forward, structured, and credit-linked transactions on compute capacity.
• Construct forward curves for an asset without an observable forward market.
• Produce and defend reservation bids and offers for bilateral requests.
• Own the book valuation model to institutional operational due diligence standards.
• Work with trading, risk, and firm leadership on transaction structures and pricing.

Requirements

• PhD or MSc in financial mathematics, operations research, statistics, physics, economics, or another quantitative discipline.
• Ability to build prices from structural first principles when market data is sparse or unavailable.
• Fluency in Python.
• Experience with Monte Carlo methods and uncertainty quantification.
• Ability to state, own, and revise assumptions as evidence changes.

Nice to have

• Experience with commodities, energy, freight, weather, insurance-linked, or other physically grounded markets.
• Exposure to compute or semiconductor markets is not expected and is not weighted in the assessment.

Culture & Benefits

• Autonomous environment with the ability to pivot quickly to capture opportunities.
• High expectations, integrity, curiosity, innovation, and openness to challenging consensus.
• Collaboration across trading, risk, and firm leadership.