Quantitative Traders & Quantitative Researchers

Overview

Our client, a leading global trading group, is expanding its systematic and quantitative trading capabilities across multiple asset classes. The firm’s quantitative division currently comprises around 50 professionals globally and is continuing to grow across London, Paris, Zurich, and Dubai.

The environment is highly collaborative, research-driven, and entrepreneurial — offering quants the ability to develop and deploy their own trading strategies in production within weeks.

We have been retained to identify and introduce experienced Quant Traders and Quant Researchers across several high-performing desks.

Open Mandates

1. Quant Trader – Systematic Equity Volatility Strategies

• Join the systematic equity volatility team, with one senior quant based in Paris and the rest of the group in London.

• Contribute to alpha research and systematic trading strategy development within a larger 50-person global platform.

• Candidates should be capable of conducting systematic equity / volatility research and bringing strategies through to production.

• Experience required: 4+ years in systematic equity or volatility trading/research within a high-performance quant environment.

2. Quant Trader – US Closing Auction Strategies

• Focused on US equity closing auction models and market microstructure-driven strategies.

• Responsible for signal design, execution optimization, and deployment.

• Experience required: Minimum 4 years in systematic equity trading or quantitative execution research.

3. Quant Trader – Equity Statistical Arbitrage

• Join a non-traditional equity stat arb initiative within the global quant group (small team of 7–8 professionals).

• Role involves building innovative, data-driven models and exploring unconventional alpha signals.

• Experience required: 6+ years in equity statistical arbitrage or systematic equity research within top-tier quant firms or hedge funds.

4. Quant Trader – Futures & FX Systematic Strategies

• Work within a tight-knit team of 8–9 professionals running medium- to long-term systematic futures and FX strategies.

• Full end-to-end involvement — from signal generation to live trading.

• Experience required: 4+ years of experience in systematic futures or FX trading from a leading hedge fund or quant investment firm.

5. Quantitative Researchers – Multiple Teams

• Several desks are seeking Quantitative Researchers to strengthen alpha generation and strategy development across:

  • Systematic Equities

  • Statistical Arbitrage

  • CTA / Global Macro

  • Futures and FX

• Open to candidates from both buy side (hedge funds, quant investment firms) and sell side (investment banks).

• Experience required: 3–20 years in quantitative research, ideally with exposure to alpha signal discovery and portfolio construction.

• Preference for backgrounds in machine learning, data-driven modeling, or advanced mathematical optimization.

• Note: profiles from Exotics trading backgrounds are not of interest for these mandates.

Ideal Candidate Profile

• Academic excellence from top-tier institutions such as École Polytechnique, ENSAE, LSE, EPFL, ETH Zürich, MVA, or a PhD in Machine Learning, Mathematics, Physics, or Computer Science.

• Proven experience in end-to-end strategy development — research, backtesting, implementation, and live trading.

• Strong programming skills in Python, C++, or similar languages.

• Stable professional record (no frequent role changes).

• Commercially minded, adaptable, and collaborative personality suited to a high-performing trading culture.

Key Selling Points

• Flat, entrepreneurial structure promoting independence and innovation.

• Direct access to technology, data, and trading infrastructure.

• Fast deployment process — strategies can go live within weeks.

• Exposure to multi-asset systematic trading across global markets.

• Offices in London, Paris, Zurich, and Dubai with active growth plans.

Compensation

• Highly competitive and flexible financial packages.

• Compensation tailored to individual experience, profile, and impact.

• Performance-driven rewards, aligned with trading results.