Quant jobs / Qube Research & Technologies

Quantitative Strategist

An analytics role that studies trading and production data and gives senior management strategic reads on performance and risk. It sits between traders, researchers and portfolio management at a systematic manager.

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 recurring reports and tools that help traders and researchers manage daily risk
Analyse production trading data for performance and portfolio insight
Run periodic deep dives into portfolio behaviour for senior managers
Maintain continuous monitoring of live books
Share production results and methodology with traders and researchers

What they ask for

Required

Advanced degree in a quantitative field
Python plus SQL or VBA
Working with large datasets
Clear communication
Interest in markets and portfolios

Preferred

Finance experience

Education: Advanced degree in data science, statistics, maths, physics or engineering
Experience: No minimum years stated; finance experience a plus
Languages and tools: Python
SQL
VBA
Markets: multi-asset

How to prepare

Build a dashboard that attributes a portfolio's returns and risk by factor and position
Practise SQL and pandas on large trade-level data
Learn performance attribution and basic portfolio risk metrics
Practise writing a one-page summary of findings for a non-technical senior reader

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.

View the posting on Qube Research & Technologies’s site ↗

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