Python Quantitative Researcher – FX, London
Client: Oxford Knight
Location: London, United Kingdom
Job Category: Other
EU work permit required: Yes
Job Reference: 057b372ee080
Job Views: 7
Posted: 24.04.2025
Expiry Date: 08.06.2025
Job Description:
Salary: Total compensation can reach £600k-£1 million per year.
Research at this leading investment firm is crucial for their continued success. Based on rigorous and innovative research, they design and implement systematic, computer-driven trading strategies across multiple liquid asset classes.
As part of a small ‘trading pod’, working closely with the Portfolio Manager, you will engage in systematic macro trading within FX, managing intra-day strategies and developing HFT strategies for passive execution.
Role
They seek an exceptional Quantitative Researcher with Python expertise to join their growing London team. Your responsibilities include discovering systematic anomalies in FX markets, evaluating new datasets, and handling end-to-end development—from generating alpha ideas to backtesting, optimization, and production deployment.
This role offers significant project ownership within a collaborative, start-up-like environment, making it an excellent opportunity.
Requirements:
- 3+ years’ experience in a similar role (e.g., systematic alpha research in FX)
- Advanced degree (MS or PhD) in Maths or other quantitative fields from a leading university
- Strong understanding of applied statistics, linear algebra, and time series models
- Proficiency with large, raw data sources
- Competitive salary plus bonuses and benefits
- Meritocratic environment with top industry talent
- Opportunities for professional development (including tuition assistance)
- Opportunities for volunteering and charity work
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