Financial Data Modeller

4 weeks ago


London, Greater London, United Kingdom Harrington Starr Full time
Join Our Quantitative Research Team

Harrington Starr is a leading global market maker seeking a senior quantitative researcher to join their team in London.

This role will focus on developing and refining quantitative models for systematic trading.

The ideal candidate will have prior experience in options/delta one/vol, a strong background in mathematics and programming, combined with a deep understanding of financial instruments, particularly derivatives.

Responsibilities & Requirements:

  • Conduct research to identify alpha-generating opportunities in options or delta one products.
  • Develop and refine quantitative models using historical data, market signals, and complex statistical techniques.
  • PhD, Master's, or equivalent experience in a quantitative field.
  • Strong expertise in options pricing, delta one products, and derivatives markets.
  • Proven experience in alpha research.

What We Offer:

  • A highly competitive salary (£80,000 - £100,000) and performance-based bonuses.
  • A dynamic and intellectually stimulating work environment.
  • Opportunity to work with cutting-edge technologies and collaborate with world-class professionals.


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