JustMarkets
via Greenhouse
Quantitative Analyst
This is the employer's own posting, not a copy on a job board.
What we know
Is it still open?
Confirmed still open
Last checked 1d ago — checked against the employer's own applicant tracking system, which is the company answering directly.
We re-read the employer's own applicant tracking system and the posting was still there. That is the company answering directly.
How old is it?
Posted 108d ago
The date the source published, not the day we noticed it (2026-05-29). Last seen at its source 1h ago.
Is it remote?
The listing says yes
The location field doesn't say remote, so our assessment is based on the title or the description. Read the listing before applying.
Who may apply?
Europe
The description states no restriction of its own. This is the source's own tag.
Pay not stated
Similar roles pay £74k–98.8k/yr
Middle 50% of 12 listings that do state pay — Operations · all levels · Europe · GBP/year. This employer has published no salary; this is what comparable listings we hold disclose, never converted between currencies or periods. How this is calculated.
Skills named in the ad
Recognised terms only, from a fixed vocabulary — this is what CV matching compares against.
Carried by 1 source
-
greenhouse employer's own board first seen 39d ago · last seen 1h ago
The listing
We are looking for a Quantitative Analyst to become the mathematical backbone of our Trading Core and Risk Tech squads. In a high-frequency trading environment processing billions in volume, success is defined by precision.
In this role, you will design, backtest, and optimize the core mathematical models that drive our pricing engines, automated market-making algorithms, risk management frameworks (A/B/C-book optimization), and liquidation mechanics. You will sit at the intersection of advanced mathematics, data science, and high-performance software engineering, working directly with Core Product Managers and engineering teams to turn complex financial data into proprietary algorithmic advantages.
Responsibilities
- Research, design, and prototype quantitative models for pricing, risk management, and market making
- Build and maintain robust backtesting frameworks to validate the performance and safety of models before production deployment
- Write clear, comprehensive mathematical and algorithmic specifications for Backend Engineers (Trading Core squads)
- Cross functional with the R&D and Trading Ops teams
- Conduct post-incident deep dives (e.g., after major market gaps or liquidations) to identify algorithm performance gaps and optimize them
Requirements
- 3+ years of experience as a Quantitative Analyst / Researcher in fintech
- Exceptional knowledge of probability theory, stochastic calculus, time-series analysis, and financial mathematics
- Advanced proficiency in Python (NumPy, Pandas, SciPy, SK-Learn, Statsmodels) for data analysis, modeling, and backtesting
- Experience with Machine Learning
- Deep understanding of market microstructure, order book dynamics, risk metrics (VaR, Expected Shortfall), and margin/liquidation mechanisms
- SQL skills and experience working with large-scale historical market data (tick data, order logs)
- Strong logical thinking, initiative, and well-developed communication skills
Will be a plus
- Experience in CFD, Crypto CEX, Prop Trading Firm, or Hedge Fund
- Degree (MSc or PhD preferred) in a highly quantitative field: Mathematics, Physics, Quantitative Finance, Statistics, or Computer Science
- Understanding of Asset pricing models (e.g., Black-Scholes, local volatility models, Greeks management)
- Knowledge of the MetaTrader platforms (MT4/MT5)
- Experience with AI (Claude.io, Copilot, Codex)
We offer
- 20 paid vacation days per year
- 10 paid sick leave days per year
- Public holidays as per the company’s approved Public holiday list
- Medical insurance
- Opportunity to work remotely
- Professional education budget
- Language learning budget
- Wellness budget (gym membership, sports gear and related expenses)
Role mission
About the role:
We are looking for a brilliant Quantitative Analyst to become the mathematical backbone of our Trading Core and Risk Tech squads. In a high-frequency trading environment processing billions in volume, success is defined by precision. In this role, you will design, backtest, and optimize the core mathematical models that drive our pricing engines, automated market-making algorithms, risk management frameworks (A/B/C-book optimization), and liquidation mechanics. You will sit at the intersection of advanced mathematics, data science, and high-performance software engineering, working directly with Core Product Managers and engineering teams to turn complex financial data into proprietary algorithmic advantages.
1. Role Mission
To design and optimize the mathematical, statistical, and algorithmic models that power the trading engine. The global need is to maximize company profitability (P&L optimization via smart hedging and internalization), ensure bulletproof risk management during extreme market volatility, and eliminate losses from toxic flow or latency arbitrage.
Requirements soft skills
Mathematical Rigor: A meticulous mindset that doesn't rely on guesswork—every hypothesis must be proven with statistical data.
Collaboration & Communication: The ability to explain complex mathematical abstractions in simple, actionable terms to Product Managers and Software Engineers.
Agility & Focus: Ability to maintain logical clarity and deliver precise solutions under pressure, especially when analyzing market incidents or anomalies.
Will be a plus
Hands-on experience with C++ or Rust for low-latency execution and high-performance computing.
Deep understanding of Options pricing models (e.g., Black-Scholes, local volatility models) and Greeks management.
Experience in building or optimizing algorithms specifically for MetaTrader (MT4/MT5) bridging infrastructure.