Quant jobs / Radix Trading

Quantitative Researcher (Full-Time – PhD+)

A research role for current PhD students, postdocs and academics joining a proprietary trading firm. It covers varied projects on trading strategies and the in-house research platform.

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.

Search large market datasets for signals and test them rigorously
Work on several projects with different collaborators in the early period
Build research frameworks and tooling for reuse
Explore applied machine learning on trading problems

What they ask for

Required

Current PhD student, postdoc or similar advanced researcher
Classical statistical methods
Probabilistic, data-driven thinking
Programming in a low-level language such as C++
Understanding of financial products and microstructure

Preferred

Modern AI and machine learning techniques

Education: Current PhD student, postdoc, professor or similar advanced university researcher in a quantitative field.
Experience: Academic researchers; finance background not required
Languages and tools: C++
Python

How to prepare

Turn a piece of your research into a market-data study with clear out-of-sample tests
Review statistical inference and multiple-testing corrections
Study market microstructure: order types, queues and market impact
Practise C++ for performance-sensitive numerical code
Read papers on machine learning for noisy financial data

What to study

The HFT 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 Radix Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Radix Trading’s site ↗

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