Quantitative Researcher – New Grad
A new-graduate research role on the team behind a firm's automated electronic trading strategies. You develop predictive signals and models and own them from hypothesis to production.
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.
- Develop predictive signals for automated trading strategies
- Test improvements to existing models against strategy PnL
- Apply statistics and ML to noisy market data
- Take ideas towards production alongside colleagues
What they ask for
Required
- Degree in a technical field such as CS, engineering, statistics, maths or physics
- Strong statistics and ML applied to noisy data
- Software development in Java, C++ or Python
- Interest in systematic trading
- Collaboration and independence
Preferred
- Internship experience
- Education
- Degree in computer science, engineering, statistics, mathematics or physics
- Experience
- New graduates; internship experience preferred
- Languages and tools
How to prepare
- Complete a project that applies ML to a noisy dataset with honest validation
- Revise statistics fundamentals: inference, regression and bias-variance
- Build a small back-tested signal with transaction costs
- Practise coding in C++ or Python under time limits
What to study
- Probability, Statistics and Financial Data
- Financial Machine Learning
- Quantitative Research, Data and Backtesting
- Python for Quantitative Finance
- Mathematics Primer
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 Headlands Technologies’s site before applying: requirements, location and pay can change after we check them.
View the posting on Headlands Technologies’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Headlands Technologies and doesn’t handle applications.