Quantitative Researcher - Equities at IMC | London

Graham Capital Management, L.P. ("Graham") is a premier alternative investment firm established in 1994 by Kenneth G. Tropin. With a focus on discretionary and quantitative macro strategies, Graham is committed to generating robust, uncorrelated returns across diverse market conditions. As one of the longest-standing managers in the global macro and trend-following space, Graham continuously innovates, adapting its strategies through a sophisticated investment, technology, and operational framework. By leveraging the interplay between its discretionary and quantitative trading operations, Graham provides a comprehensive suite of complementary alpha strategies, all grounded in prudent portfolio construction, proactive risk management, and intentional diversification.The cornerstone of Graham’s sustainability and success lies in the expertise and contributions of its team. The firm is dedicated to nurturing talent, promoting a diversity of perspectives, and valuing the input of all team members. Consequently, every employee plays a crucial role in empowering their colleagues.DescriptionGraham Capital Management, L.P. is excited to welcome a Quantitative Research Analyst to our Quantitative Strategies team, reporting directly to a Quantitative Research Manager. The successful candidate will be instrumental in researching and enhancing our current trading systems while developing new systematic trading signals designed to complement and diversify our core strategies. By employing advanced quantitative analysis, risk management, and portfolio optimization techniques, this role aims to maximize performance and maintain a competitive edge.

Role Overview Fasanara Capital is seeking a Quantitative Researcher in London. This position focuses on applying advanced analytical methods to support investment strategies and strengthen data-driven decisions. The role involves close collaboration with the investment team to analyze market trends and build predictive models. What You Will Do Apply quantitative techniques to research financial markets and identify patterns Develop and refine predictive models to inform investment decisions Work alongside investment professionals to translate research into actionable strategies Contribute to the team’s understanding of market dynamics with rigorous analysis Location This role is based in London, England, United Kingdom.

We invite you to apply only for the position that aligns best with your skills and experience. Should our team determine you are a better fit for another opportunity, we will reach out accordingly. Position Overview:Conduct research and implement strategies within the firm’s automated trading systems.Utilize advanced statistical methods to analyze large data sets and uncover trading opportunities.Gain a comprehensive understanding of the market structures of various exchanges and asset classes. A Day in the Life of a Quant Researcher:Focus primarily on research and the implementation of trading ideas throughout the day.Prior to market opening, ensure all necessary data and processes are prepared for the trading day.During market hours, monitor the performance and behavior of strategies as needed.

Graham Capital Management, L.P. is a premier alternative investment management firm, established in 1994 by Kenneth G. Tropin. We specialize in innovative discretionary and quantitative macro strategies with a focus on delivering robust, uncorrelated returns across diverse market conditions. Renowned as one of the longest-standing global macro and trend-following managers, we are committed to continuous improvement and innovation through a strong investment, technology, and operational framework. Our dual approach in discretionary and quantitative trading allows us to provide a comprehensive suite of alpha strategies, anchored in meticulous portfolio construction, proactive risk management, and strategic diversification.At Graham, we believe that our people are the cornerstone of our sustainability and success. We aim to foster talent, promote diverse perspectives, and honor the contributions of every individual, creating a collaborative environment where all employees contribute to the growth and success of one another.Job OverviewWe are looking for a dynamic Quantitative Research Manager to join our Quantitative Strategies team, reporting directly to our Chief Investment Officer of Quantitative Strategies. The successful candidate will spearhead research and development initiatives aimed at enhancing our current trading systems while also generating new systematic trading signals to enrich and diversify our primary strategies. By leveraging advanced quantitative analysis techniques, risk management, and portfolio optimization, this role will be pivotal in maximizing performance and competitive edge. Additionally, this role offers the unique opportunity to manage an individual alpha-generating portfolio.

Join Ansatz Capital as a Research Engineer, where you will engage in the innovative research, testing, and deployment of cutting-edge trading strategies. You will also play a critical role in designing and constructing the research infrastructure that enables the evaluation of various trading concepts.We seek candidates who are deeply passionate about strategy development, with a strong aptitude for quantitative problem-solving and a keen interest in uncovering and capitalizing on statistical patterns within the financial markets. Proficiency in Python is essential, as you will be responsible for implementing your insights effectively.Ideal candidates will possess robust software implementation skills and have a track record of developing high-performance code alongside user-friendly tools. Your ability to deliver functional software solutions rapidly and accurately will significantly enhance our quantitative research capabilities and broaden our trading strategy coverage.Our compensation package includes a competitive base salary, a discretionary performance bonus, and opportunities for participation in long-term incentive schemes.

We invite you to apply to the position that aligns best with your skills and experience. Should our team determine you are a better fit for another role, we will reach out regarding that opportunity. Position Overview: We are seeking driven graduates or early career professionals passionate about finance and equipped with a background in computer science, engineering, mathematics, or other STEM disciplines to join our three-year Desk Quantitative Analyst program. Throughout this program, you will collaborate closely with seasoned Quantitative Researchers and Traders to adapt to the dynamic requirements of our trading desks. Enhance and maintain the codebase and configurations of strategies within our automated trading framework. Manage extensive datasets utilized for both research and operational purposes. Conduct live and historical monitoring of trading activities, including post-trade analyses and production reconciliations. Potential to transition into a Junior role in Quantitative Development or Quantitative Research, based on your individual performance. A Day in the Life of a Desk Quant Analyst: Before market opening, ensure all necessary data and processes are prepared for the trading day. During market hours, intermittently monitor the behavior and performance of strategies. Engage in various long-term projects aimed at expanding our systematic trading capabilities and ensuring their resilience.

Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering exceptional performance for sophisticated clients through our Systematic, Discretionary, and Solutions offerings. Leveraging our talented workforce and advanced technology, our investment strategies encompass extensive research and span both public and private markets across all major asset classes, with a strong emphasis on alternatives. We pride ourselves on fostering deep partnerships with our clients, enabling us to create bespoke solutions tailored to their investment objectives and those of the millions of retirees and savers they represent.With our headquarters located in London, we manage approximately $227.6 billion and have a presence in various offices worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a proud member of the FTSE 250 Index. More information can be found at www.man.com.* As of 31 December 2025Job Profile Summary:The Quantitative Researcher will play a vital role in conducting research and developing strategies aimed at enhancing AHL’s trading of financial markets.Responsibilities:Collaborate with Operations and Trading to ensure the seamless execution of AHL's Short-term Trading strategies, serving as a systems and implementation expert alongside other technically proficient team members.Monitor market trends and their impact on the trading model, conduct performance reviews, and propose relevant diagnostics to feed back into research efforts.Research, develop, and implement trading strategies within the Short-term Trading sector.Contribute to AHL’s overarching research initiatives by collaborating with various teams across the organization.Stay abreast of industry and academic literature to identify innovations and propose actionable insights for AHL.Apply quantitative techniques and market intuition to large, often unconventional datasets while developing areas of expertise throughout the process.

Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.

Join M3 USA as an Associate Director of Quantitative Research, where you will play a pivotal role in leading cutting-edge market research initiatives in the EU. This position demands a strategic mindset and a keen analytical eye to drive impactful insights that empower our clients. You will collaborate with a diverse team of professionals and engage with stakeholders across various sectors, ensuring that our research methodologies remain at the forefront of industry standards.

At Jump Trading Group, we are dedicated to pioneering world-class research in the financial sector. We empower the brightest minds in Mathematics, Physics, and Computer Science to explore scientific frontiers, surpass them, and harness cutting-edge research to innovate within global financial markets. Our culture fosters constant innovation, encouraging fearlessness, creativity, intellectual honesty, and a competitive spirit. We believe in collaborative success, unlocking unique individual talents through teamwork and mutual respect. At Jump, our research outcomes extend beyond superior risk-adjusted returns; we design, develop, and implement technologies that reshape industries, fund startups across various sectors, and collaborate with leading global research institutions and universities to address complex challenges.The quantitative trading teams at Jump Trading delve into the intricacies of global markets, striving to comprehend the complexities of diverse traded products and exchanges. They utilize their exceptional statistical analysis and data mining expertise, applying research findings to forecast trends and create profitable predictive trading models.

We are seeking a skilled and motivated Quantitative Research Engineer to enhance our data and research platforms. In this pivotal role, you will work closely with our quantitative researchers, employing your engineering and data science expertise to create innovative tools and methodologies that boost research productivity. Your contributions will help optimize the research process, refine data analysis capabilities, and drive overall efficiencies in research efforts. This position demands a robust technical foundation, exceptional problem-solving abilities, and a collaborative spirit to work effectively with cross-functional teams. Key Responsibilities:Partner with quantitative researchers to identify workflow challenges and develop technical solutions that enhance research productivity.Design, develop, and maintain software tools and frameworks that improve the efficiency of research tasks, including data collection, preprocessing, and analysis.Implement advanced data processing algorithms and statistical methods to streamline research workflows and enhance analytical capabilities.Utilize your expertise in software engineering and machine learning to construct scalable systems for large-scale data analysis and experimentation.Conduct code reviews and mentor junior research engineers, ensuring high code quality and adherence to best practices.Collaborate with diverse teams to integrate research tools into existing infrastructures.Evaluate and implement third-party tools and libraries to optimize the research process.Engage in research discussions, providing technical insights to improve methodologies and strategies.Assist in creating documentation, user guides, and training materials for research tools and processes.

Role overview Legal & General is hiring a Senior Quantitative Analyst based in London. The position centers on building advanced quantitative models, analyzing complex data sets, and interpreting results to guide decisions for senior management. This work supports a range of business initiatives and helps shape company strategy. Key responsibilities Develop and maintain sophisticated quantitative models for financial analysis. Conduct detailed data analysis to support business strategy. Interpret quantitative results and present actionable insights to senior leaders. Collaborate with cross-functional teams to verify the accuracy of financial forecasts and risk assessments. Apply quantitative expertise to refine investment strategies and enhance investment performance. Collaboration This role involves close coordination with colleagues from multiple departments. Teamwork is essential to ensure reliable forecasting and effective risk management across the organization.

We invite candidates to apply for the position that best aligns with their expertise. If we find a better fit for your profile, we will contact you about alternative opportunities. Position Overview: Conduct research utilizing statistical techniques, including time-series analysis, machine learning, and natural language processing to derive insights from data. Analyze extensive data sets employing advanced statistical and machine learning methodologies to uncover trading opportunities. Collaborate in developing statistical and machine learning tools to address complex data-related challenges across the organization. Typical Day: Engage in researching innovative statistical and machine learning techniques and exploring various datasets throughout the day. Present and discuss research findings with fellow researchers. Deploy and oversee models utilized for generating trading signals.

About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.

About Man GroupMan Group is a premier global alternative investment management firm dedicated to delivering superior performance for discerning clients through our Systematic, Discretionary, and Solutions services. Leveraging our expertise and cutting-edge technology, our investment strategies encompass both single and multi-manager approaches, backed by rigorous research and covering public and private markets across all major asset classes, particularly in alternatives. Our partnership philosophy enables us to forge deep relationships with clients, tailoring solutions to meet their investment objectives and serve the needs of millions of retirees and savers.Headquartered in London, we manage assets worth $227.6 billion and operate from various locations worldwide. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is part of the FTSE 250 Index. For more information, please visit www.man.com.* As of 31 December 2025The Team:The AHL Macro team specializes in Macro strategies, systematically trading liquid futures and foreign exchange with holding periods that vary from monthly to intraday.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.

Join Our Team as a Quantitative ResearcherAt Jane Street, we are seeking talented Quantitative Researchers to develop advanced models, strategies, and systems for pricing and trading financial instruments. Your expertise in experimental design, dataset generation, time series analysis, feature engineering, and model building will be pivotal in harnessing financial datasets. Collaborate with a dynamic team of experts who will challenge your ideas and refine your methodologies.Our collaborative environment places researchers, engineers, and traders in close proximity, allowing for seamless teamwork in training models, architecting systems, and executing trading strategies. We handle vast amounts of data and leverage an expansive GPU cluster with tens of thousands of high-performance GPUs. Daily tasks may involve deep analysis of market data, fine-tuning hyperparameters, enhancing distributed training performance, or understanding how our models perform in live trading.We embrace a diverse range of statistical and machine learning techniques, from linear models to deep learning, tailoring our approach to meet the unique challenges we face. The most successful researchers are those who possess a deep curiosity about how their work contributes to our overarching trading operations and adapt their insights into actionable strategies.

At Maven Securities Holding Ltd, we specialize in deploying rigorously researched strategies across futures, options, and equities. Our Systematic Alpha team utilizes cutting-edge technology to execute a scientific and methodical approach to trading. We foster a flexible research environment that empowers our team members to develop, test, and implement innovative ideas efficiently. By valuing creativity and collaboration, we ensure a supportive atmosphere that maximizes our team's potential. Our commitment to excellence allows us to elevate proven strategies across diverse alpha sources and time horizons using state-of-the-art execution technologies.The Role: Collaborate with fellow researchers to conceptualize and develop new trading strategies and signals. Engage in risk management discussions and contribute to trading operations while gaining exposure to the entire investment pipeline.