Senior Quantitative Researcher
A senior research role leading development of quantitative models and systematic strategies at a proprietary trading firm. It sits in the global quant research team, working closely with engineers and traders.
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.
- Lead the design of models and algorithms for systematic strategies
- Apply ML and high-performance computing to scale models
- Hand models to engineers and traders for production
- Set research standards and tooling across the team
What they ask for
Required
- Master's in STEM or quantitative field (PhD preferred)
- 3+ years in quantitative trading
- Track record turning modern methods into profit
- Understanding of financial markets
- Stakeholder communication
- View on ML in systematic trading
Preferred
- Time-series modelling
- Modern ML frameworks
- High-performance computing
- Education
- Master's in STEM, computer science or related field; PhD preferred
- Experience
- 3+ years in quantitative trading
How to prepare
- Build an end-to-end research pipeline from raw data to live-style evaluation
- Review time-series modelling and ML for return prediction
- Be ready to discuss strategies you shipped and why they worked
- Learn to scale experiments with parallel and GPU compute
What to study
- Quantitative Research, Data and Backtesting
- Econometrics and Financial Time Series
- Financial Machine Learning
- Empirical Asset Pricing and Factor Investing
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 Flow Traders’s site before applying: requirements, location and pay can change after we check them.
View the posting on Flow Traders’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Flow Traders and doesn’t handle applications.