Quant jobs / Belvedere Trading

Quantitative Researcher – Entry Level 2027

A researcher position in the Quant R&D team of an options market-making firm. You would build pricing, risk and execution models with traders and developers.

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.

Test and deploy models for pricing, risk and execution in market making
Build Python research tools for backtesting and model monitoring
Work with traders to prioritise and test hypotheses
Watch live models for drift and performance gaps

What they ask for

Required

Master's or PhD in a quantitative field
2+ years of quantitative research in trading or similar
Python or C++
Version control and collaborative workflows
Large datasets and statistical modelling
Communicating results to non-specialists

Education: Master's or PhD in maths, statistics, physics, financial engineering or a related field
Experience: 2+ years of quantitative research in trading or a related field, despite the entry-level title
Languages and tools: Python
C++
Markets: options, equities, fixed-income, commodities

How to prepare

Build a model monitoring notebook that tracks drift and prediction error
Review market microstructure basics for market-making models
Practise statistical modelling on noisy intraday data
Prepare a research project where you can walk through your methodology and pitfalls

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Belvedere Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Belvedere Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Belvedere Trading and doesn’t handle applications.