Quantitative Researcher

Not every research seat is created equal. This one stands out. A leading, technology driven trading firm is looking to hire experienced Quantitative Researchers across Options, Futures and Equities (Delta One), into an environment where researchers own problems end to end and work directly alongside traders. This is not a support function. Research here has a direct line to live trading and genuine commercial impact. The role spans strategy development across pricing, modelling, forecasting and execution, working with large internal and external datasets in a computationally intensive setting. The feedback loop is short, the problems are hard, and the people around you are among the best in the market. What makes this particularly interesting is the breadth of backgrounds being considered. Researchers coming from options volatility, delta one equities or futures trading are all in scope, and the firm has the depth and infrastructure to support researchers who want to grow into new areas. Locations span New York, London, Singapore, Shanghai and the UAE, giving candidates a degree of flexibility that is increasingly rare at firms of this calibre. Compensation is highly competitive, reflecting experience, track record and performance through the process. You will have: 3+ years of experience in quantitative research or systematic trading within Options, Futures or Delta One Equities A strong track record on a high performing or market-leading trading desk Deep grounding in mathematical, statistical and data-driven modelling Hands-on experience taking research into production Strong programming skills in Python and/or C++ Reach out confidentially at daniel@durlstonpartners.com. All shortlisted candidates will hear back within five days.