Quantitative researcher, alpha research London, global market maker Onsite My client is a leading global market maker with offices worldwide looking to add a senior researcher to their quantitative research team in London. The ideal candidate will have prior experience in alpha research in options/delta one/vol, a strong background in mathematics, and programming, combined with a deep understanding of financial instruments, particularly derivatives. Key Responsibilities: Conduct research to identify alpha-generating opportunities in options or delta one products. Develop and refine quantitative models using historical data, market signals, and complex statistical techniques. Work in collaboration with multiple PMs to implement models into production and research alpha for systematic trading You will get: Highly competitive salary, performance-based bonuses and comprehensive benefits package A dynamic and intellectually stimulating work environment. Opportunity to work with cutting-edge technologies and collaborate with world-class professionals. Qualifications: PhD, Master's, or equivalent experience in a quantitative field such as Finance, Mathematics, Physics, Engineering, or Computer Science. Strong expertise in options pricing , delta one products , and derivatives markets. Proven experience in alpha research , focusing on strategies for high and mid frequency trading. Advanced proficiency in programming languages such as Python, C++, or Java. In-depth knowledge of statistical modeling , machine learning , and time-series analysis . Please reach out to kate.jenkinsonharringtonstarr.com for an even quicker CV review.