Quantitative Researcher

Fimador is recruiting for a Graduate Quantitative Researcher to join a high-growth firm operating within the banking and financial markets space in the City of London. This is an opportunity to join a small, highly technical team where quantitative research sits close to real-world trading, pricing and investment decision-making. The role would suit someone who enjoys working in an exciting environment where they can take ownership of research, challenge existing approaches and have a direct impact on the development of quantitative strategies and financial products. Key Responsibilities:

• Research and develop quantitative models across financial markets.
• Analyse large structured and unstructured datasets to identify patterns, signals and market opportunities.
• Design and implement robust backtesting and research frameworks.
• Develop statistical, econometric and machine learning models.
• Work with historical and real-time market data to evaluate model performance.
• Translate research findings into scalable production solutions.
• Partner closely with quantitative developers, software engineers and front-office stakeholders.
• Improve existing models through ongoing validation, optimisation and performance analysis.
• Build tools and analytics to support trading, pricing and risk decisions.
• Present research findings and recommendations clearly to technical and commercial stakeholders. Experience Required - (Not all essential)
• (Essential) Strong academic background in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, Econometrics or a related subject.
• Experience within quantitative research, quantitative trading, systematic trading or a closely related area.
• Strong Python programming skills.
• Excellent understanding of probability, statistics and statistical modelling.
• Experience analysing large financial or alternative datasets.
• Knowledge of time-series analysis, optimisation and backtesting methodologies.
• Strong understanding of financial markets and market microstructure.
• Ability to take research from initial hypothesis through testing, validation and implementation.
• Knowledge of derivatives, equities, fixed income, FX or securities finance.
• Experience with C++, Java or another high-performance programming language.
• Familiarity with cloud-based data and research environments.