Quantitative Researcher
An experienced research role at an options market maker, using statistics and machine learning to build predictive models for trading. Placement across teams such as low latency, volatility, delta one and development is decided after interview.
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.
- Build strategies using statistical and machine learning methods
- Improve predictive models through signal and feature research
- Design reproducible, scalable ML research workflows
- Work with traders and developers to deploy models
What they ask for
Required
- 3+ years in statistics, machine learning or related work
- Technical degree such as engineering, CS, maths or physics
- Proven research background
- Python or C++
- Statistics and ML expertise
Preferred
- Knowledge of trading or financial markets
- Education
- BS/MS/PhD in a technical field
- Experience
- 3+ years of professional work in statistics or machine learning
- Languages and tools
- Markets
- options, multi-asset
How to prepare
- Run a feature-engineering study with careful out-of-sample validation
- Revise statistical learning theory and model regularisation
- Build reproducible research pipelines
- Study how predictive signals feed market-making quotes
What to study
- Financial Machine Learning
- Quantitative Research, Data and Backtesting
- Probability, Statistics and Financial Data
- 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.