Quantitative Researcher (Options, Futures & Equities)

TL;DR

Quantitative Researcher (Options, Futures & Equities): Developing and optimizing trading strategies across pricing, modeling, and execution with an accent on large-scale data analysis and high-performance computing. Focus on taking research from end-to-end production and delivering direct commercial impact within a technology-driven trading environment.

Location: Must be based in New York, London, Singapore, Shanghai, or the UAE

Company

A leading, technology-driven trading firm focused on high-performance quantitative research and systematic trading.

What you will do

• Develop and refine trading strategies for options, futures, and equities.
• Build and optimize pricing, modeling, and forecasting systems.
• Work directly with traders to implement research into live production environments.
• Analyze large internal and external datasets to identify market opportunities.
• Collaborate in a computationally intensive setting to solve complex trading challenges.

Requirements

• 3+ years of experience in quantitative research or systematic trading.
• Proven track record on a high-performing or market-leading trading desk.
• Deep grounding in mathematical, statistical, and data-driven modeling.
• Hands-on experience taking research into production.
• Strong programming skills in Python and/or C++.

Culture & Benefits

• Direct line to live trading and genuine commercial impact.
• Work alongside top-tier talent in a high-performance environment.
• Access to deep infrastructure and support for professional growth.
• Highly competitive compensation based on experience and performance.
• Flexibility in location across major global financial hubs.

Hiring process

• Confidential application process.
• Shortlisted candidates will receive a response within five days.