Quant Strategist
A strategy role on the quant trading and research team of an options market maker, combining coding and quantitative analysis. Strategists write production strategy code with researchers, traders and engineers.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Write production code for pricing models and execution logic
- Add market signals into trading systems
- Prototype new strategy ideas quickly
- Improve and optimise the existing codebase
What they ask for
Required
- Technical degree in engineering, CS, maths, physics or similar
- 3+ years in a quantitative or programming role
- Proficient Python
- Linear algebra, numerical methods, statistics and optimisation
- Strong problem solving
Preferred
- C++
- Signal processing, computer architecture or HPC
- Interest in markets and trading
- Education
- Bachelor's, master's or PhD in a technical field
- Experience
- 3+ years in a quantitative or programming role, preferably finance
- Languages and tools
- Markets
- options, multi-asset
How to prepare
- Build a signal-to-quote prototype in Python
- Refresh numerical methods and optimisation
- Study how pricing and execution logic fit together
- Profile and speed up numerical Python code
What to study
- Python for Quantitative Finance
- Derivatives Pricing and Computational Finance
- Linear Algebra, Optimisation and Numerical Methods
- Market Microstructure and Execution
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Akuna Capital’s site before applying: requirements, location and pay can change after we check them.
View the posting on Akuna Capital’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Akuna Capital and doesn’t handle applications.