We're hiring a Quantitative Strategist
Focus: Cross-asset risk, behavioural finance, macro strategy
We are offering a unique opportunity to join the team here at CMC Markets as a Quantitative Strategist to join our Centralised Risk Book (CRB) team. This is a highly visible role providing direct exposure to the Senior Leadership and trading desks, shaping firm-wide strategy at the intersection of risk, research, and behavioural finance. As a member of the CRB team, you’ll be at the heart of cross-asset trading risk and macro-financial insight. This is a dynamic, intellectually stimulating role at the intersection of quantitative research, investor behaviour, and strategic risk management.
What you'll do
Analyse trading risk and client flow across asset classes (equities, FX, rates, credit, commodities) Support scenario modelling, stress testing, and capital-at-risk frameworks Research market psychology, sentiment shifts, and behavioural patterns in investor flow Build and enhance dashboards and tools (Python/Excel) to support decision-making Present insights to senior stakeholders and contribute to firm-wide strategy
What we're looking for
Master’s/PhD in a quantitative or financial field ((e.g. Economics, Financial Engineering, Mathematics, Statistics, Data Science). Up to 3 years’ experience (internships and research welcome!) Strong coding skills (Python preferred), and an analytical, inquisitive mindset Interest in behavioural finance and how psychology shapes market outcomes Clear communication, a collaborative spirit, and a desire to learn fast
Nice to have
Exposure to trading/risk systems (Bloomberg, Refinitiv, etc.) Research in behavioural economics or sentiment analysis Understanding of narrative-driven price moves in flow-heavy markets
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