Quantitative Researcher

Company Overview

Good Markets is innovating in the field of algorithmic trading, focusing on FX and cryptocurrency markets by integrating dynamic hedging, multi-agent grid strategies, machine learning approaches, and high-frequency data analytics. The company is currently scaling its research team with skilled individuals eager to advance systematic trading and perform large-scale simulations.

Role Summary

We seek a Quantitative Researcher holding a PhD in Particle Physics, Applied Mathematics, Computer Science, Statistics, Engineering, or related quantitative disciplines. This role is based at our London office and involves impactful contributions to the creation and refinement of trading engines, predictive models for volatility and regime detection, as well as risk management controls.

Main Responsibilities

• Design, evaluate, and improve systematic trading strategies.
• Develop predictive models addressing market volatility, detection of regimes, and analysis of market microstructure.
• Create adaptive decision-making systems employing dynamic thresholding techniques.
• Conduct extensive simulations and employ time-series modeling methodologies.
• Engage in signal research and enhance automated trade execution processes.
• Participate in innovating Good Markets' algorithmic architecture.

Essential Qualifications and Skills

• PhD in a quantitative discipline, with a preference for Particle Physics.
• Proven expertise in mathematical modeling.
• Proficiency in Python or C++, including familiarity with libraries or tools such as pandas, numpy, numba, multiprocessing, or GPU programming.
• Capability to organize and interpret large-scale time-series data.
• Strong problem-solving curiosity and creative approaches.
• Interest in financial trading, market microstructures, or systematic trading methods.
• Willingness and ability to work on-site in London.

Additional Desirable Experience

• Background in machine learning or artificial intelligence focused on time-series forecasting.
• Experience with FX, cryptocurrency, or high-frequency data analyses.
• Skills in designing or analyzing algorithmic trading systems, simulations, or optimization techniques.
• Knowledge of statistics, stochastic processes, partial differential equations, or signal processing.
• Interest in agent-based models, reinforcement learning, and market regime dynamics.

Why Work With Us

• Collaborate directly with company founders on operational trading systems active in live markets.
• A flat organizational structure free from bureaucratic obstacles, encouraging rapid build-test-iterate cycles.
• Opportunity to influence and shape the company's research culture from the outset.
• Competitive pay with significant potential for financial growth.
• A dynamic work setting where analytical and scientific thinking is deeply appreciated.