Quantitative Researcher
If you've ever looked at a bid-ask spread and thought 'I could model that more precisely'; this could be what you're looking for.
Who is the client?They're a quietly serious quantitative trading firm. You won't find much about them online and that's by design. What you will find, if you look closely enough, is a small team of people who are genuinely obsessed with market structure. They make markets, across spot instruments, at speed, all day.
What is the role?This is a modelling heavy role sitting at the heart of their spot market making operation. You won't be managing a P&L directly but your models will. Every quote they send, every hedge they execute, every skew they apply to their inventory: will run on what you've built.
The problems you'll own are genuinely hard and largely unsolved, so you'll be figuring out, in real time, whether the person hitting your bid knows something you don't.
What will you working on?- <...