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Quantitative Associate - Trading Strategies

XSOR Capital
London
1 week ago
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We are seeking a Quantitative Associate to join our trading strategies team. The ideal candidate will possess strong quantitative and programming skills, a deep understanding of financial markets, and hands-on experience developing and implementing mid-frequency systematic trading strategies across asset classes including FX, commodities, fixed income, and equities.


This role combines quantitative research, data analysis, and strategy implementation, with a focus on generating alpha through data-driven insights and disciplined risk management.


Key Responsibilities

● Design, develop, and implement systematic mid-frequency trading strategies across core asset classes.

● Conduct data analysis and statistical modeling on large-scale financial datasets to identify market inefficiencies.

● Build, backtest, and validate trading strategies using robust simulation frameworks to ensure scalability and performance consistency.

● Collaborate with developers and risk management teams to deploy and monitor strategies in live trading environments.

● Continuous supervision, refinement, and optimization of strategies to adapt to changing market conditions.

● Conduct financial analysis and performance attribution to evaluate trading models.


Required Qualifications

● 4+ years of experience in quantitative research/analysis within a trading, hedge fund, or financial institution environment.

● Proven expertise in developing and deploying trading strategies in at least one asset class (FX, commodities, fixed income, equities).

● Strong proficiency in Python for data manipulation, statistical analysis, and backtesting.

● Solid understanding of financial markets, trading instruments, and market microstructure.

● Experience with mid-frequency trading strategy design (holding periods: intraday to multi-day).

● Strong grasp of risk management and portfolio construction principles.


Preferred Qualifications

● Familiarity with machine learning methods applied to trading.

● Experience with tick-level data and high-performance coding (e.g., C++).

● Advanced degree (Master’s/PhD) in quantitative finance, mathematics, physics, or related field.


What We Offer

● Opportunity to work on impactful trading strategies across global markets.

● Highly competitive compensation package with performance-based incentives.

● Collaborative environment combining market expertise with cutting-edge research.

● Growth opportunities in a fast-moving and innovative trading team.


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