Quantitative Researcher

20 hours ago


London, UK, United Kingdom Raen Trading Full time

Quantitative Researcher


We're seeking an exceptional Quantitative Researcher to join our team in a full-time remote capacity. The ideal candidate will combine deep mathematical intuition with practical trading knowledge to develop and implement sophisticated systematic trading strategies. You'll work closely with our experienced trading teams to translate quantitative insights into profitable trading opportunities.


Core Responsibilities

  • Design and implement novel quantitative strategies across global futures markets
  • Develop sophisticated statistical models to analyze market behavior and identify alpha
  • Create robust backtesting frameworks and conduct thorough strategy validation
  • Collaborate with trading teams to implement and optimize trading systems
  • Research market inefficiencies and generate actionable trading signals
  • Present findings and recommendations to senior stakeholders
  • Monitor and enhance existing strategies while innovating new approaches


Required Qualifications

  • PhD or Master's degree in Mathematics, Physics, Statistics, Computer Science, or related quantitative field
  • Exceptional quantitative and analytical abilities demonstrated through academic or professional achievements
  • Strong programming skills in Python, with experience in C++ preferred
  • Deep understanding of statistical methods, machine learning, and time series analysis
  • Proven track record of independent research and novel approach development
  • Excellence in data analysis and empirical research methods
  • Outstanding problem-solving abilities and attention to detail


Industry Experience

We particularly welcome candidates with experience from leading quantitative firms such as:

  • Two Sigma
  • Jane Street
  • Citadel
  • Renaissance Technologies
  • DE Shaw
  • Hudson River Trading
  • Jump Trading
  • Optiver
  • IMC Trading
  • DRW, et al.


Technical Expertise

  • Advanced statistical modeling and machine learning
  • Time series analysis and signal processing
  • High-frequency data analysis
  • Market microstructure
  • Algorithmic trading and execution
  • Risk modeling and portfolio optimization
  • Distributed computing and optimization


Desired Qualities

  • Natural curiosity and passion for financial markets
  • Strong research intuition and creativity
  • Ability to work independently while collaborating effectively
  • Excellence in communicating complex ideas
  • Track record of delivering results under pressure
  • Enthusiasm for tackling challenging problems


What We Offer

  • Industry-leading compensation package:
  • Competitive base salary
  • Significant performance-based bonus
  • Access to extensive market data and research resources
  • Regular collaboration with experienced traders and researchers
  • Clear path for career growth and strategy ownership
  • Continuing education and conference attendance support


Research Environment

  • Flat organizational structure encouraging direct impact
  • Culture of intellectual rigor and continuous learning
  • Focus on innovation and novel strategy development
  • Efficient decision-making process for strategy deployment
  • State-of-the-art computational resources and data infrastructure
  • Collaborative environment with minimal bureaucracy


Application Process

Exceptional candidates should submit:

1. Detailed CV highlighting quantitative achievements

2. Trading philosophy and research interests

3. Brief research proposal or sample of past quantitative work


Note: We maintain strict confidentiality throughout the application process and are open to discussing arrangements for candidates currently under non-compete agreements.


About Us

Raen is a global proprietary trading firm that combines sophisticated discretionary and systematic trading strategies across global futures markets.



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