Quantitative Researcher

We're working with a global prop firm who're diversifying into the MFT space. The setup is lean, flat, and highly collaborative, with talent who recently joined from the likes of Jump, Citadel, and other similar shops. Historically, they’re known for high frequency strategies in derivatives, and are now building out their intraday capabilities within delta-1. A top PnL generator was recently brought in to lead this initiative, and they’ve had a very strong 2025. As such, they’re now looking to scale the team further. What they’re looking for: 3+ years’ experience in stat-arb Background in linear asset classes (equities or ETFs preferred) Machine Learning experience is a plus If you’re currently in a siloed environment and want to be part of a more integrated team with exposure across the full-stack research pipeline, this could be a great fit. Strong culture, real impact, and room to grow (at least by industry standards). Seniority level

Mid-Senior level Employment type

Full-time Job function

Finance

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