Quantitative Researcher (Fintech)

Location: London, United Kingdom

Company

hirify.global is a proprietary trading firm using its own capital, trading strategies, and risk management methodologies to provide liquidity to global financial markets. The DV Group operates across North America, Europe, and Asia and includes broker-dealer, cryptocurrency market-making, and investment-advisory businesses.

What you will do

• Analyze high-frequency limit orderbook data to identify patterns, inefficiencies, and predictive signals.
• Build and backtest quantitative models using historical tick and orderbook data.
• Work with senior researchers and traders to convert research findings into production-ready trading strategies.
• Develop and maintain data pipelines for large-scale, high-frequency market data.
• Apply statistical and machine-learning techniques, including tree-based methods, to improve signal quality.
• Monitor and iterate on live signals and models based on performance.

Requirements

• 1–3 years of professional or research experience working directly with orderbook or limit orderbook data.
• Technical degree or background in mathematics, statistics, computer science, physics, engineering, or financial engineering.
• Strong proficiency in Python and standard data-science libraries such as pandas and NumPy.
• Solid foundation in statistics and quantitative analysis.
• Genuine interest in financial markets and market microstructure.
• Strong problem-solving skills and ability to communicate technical findings clearly to non-technical stakeholders.

Culture & Benefits

• Work closely with senior researchers and traders in a proprietary trading environment.
• Develop strategies that inform real trading decisions and provide liquidity to financial markets.
• Join an international financial-services group operating across North America, Europe, and Asia.