Prop Quantitative Researcher - FX & Futures | London

We are partnered with a leading electronic trading firm to help build out their newly launched proprietary trading business. With a strong foundation in FX market making and a proven track record in trading infrastructure, the firm is expanding its directional trading efforts in FX and futures. They are now looking for a Quantitative Researcher to join the prop trading team in London, working directly with the Head of Trading. This is a hands-on, research-driven role focused on alpha generation and signal development within short- to medium-term systematic strategies. The Role: End-to-end ownership of research projects, from hypothesis generation to implementation Initial focus will be on implementing the team's models, with a path to develop and deploy your own strategies Work across signal research, risk management, and execution in a fast-paced, collaborative environment Exposure to FX and futures markets, with access to institutional-grade infrastructure and support Requirements: 1 years of experience in alpha signal research (PhD graduates with strong internships will be considered) Exceptional statistical modelling and data analysis skills -this is a core requirement Strong proficiency in Python; Java is a bonus Track record of rigorous, creative research with impact Preferred Academic Background: PhD or strong Master’s in Statistics, Applied Mathematics, Physics, Computer Science, or another quantitative discipline Demonstrated ability to apply advanced statistical methods to real-world datasets Location: London-based, in office 5-days a week. This is a unique opportunity to join a growing prop desk early, working closely with a highly experienced trader on strategy design and development from day one.