Not every research seat is created equal – this one stands out. A leading technology‑driven trading firm is looking to hire experienced Quantitative Researchers across Options, Futures and Equities. From Day1 you will work in an environment where researchers own problems end to end and collaborate directly with traders. This is not a support function: research here has a direct line to live trading and genuine commercial impact.

The role spans strategy development across pricing, modelling, forecasting and execution, working with large internal and external datasets in a computationally intensive setting. The feedback loop is short, the problems are hard, and you will be surrounded by some of the best talent in the market.

New York, London, Singapore, Shanghai, and the UAE.

Highly competitive, reflecting experience, track record, and performance through the process.