Cross Asset Alpha Researcher – London

About the role

We are looking for a Cross Asset Alpha Researcher to join our quantitative team in London. You will apply statistical and predictive modelling techniques to develop and refine trading strategies across equities, futures and FX. The role combines independent research with close collaboration to translate mathematical models into production code.

Key responsibilities

• Conduct quantitative research using large data sets and statistical methods.
• Design, implement and back‑test trading strategies for multiple asset classes.
• Prepare data pipelines and verify the integrity of data used in models.
• Monitor and analyse the performance of deployed strategies, adjusting as needed.
• Collaborate with fellow researchers to improve existing models and develop new algorithms.

Required profile

• PhD or equivalent in Mathematics, Statistics, Physics, Computer Science or a related quantitative discipline.
• Proven experience researching or implementing quantitative models for equities, futures and/or FX, with cross‑asset exposure preferred.
• Strong ability to work independently on large‑scale data‑driven projects.

Required skills

• C++
• Java
• Python