Quantitative Researcher

CMC Markets strives to provide the best trading experience for a wide spectrum of clients to participate in the financial order to expand this team we are looking for an experienced Quantitative Researcher to coach and mentor others whilst contributing fully towards our shared goals.

Our Quants have responsibility for pricing models covering an expanding product range and also work to optimise CMCs risk management strategies.

This role will offer a varied and fast-paced working environment regularly interacting with the dealing operations risk and IT development teams. This is an excellent opportunity to be sitting in the core of the business and develop a deep understanding of the Market Making financial industry.

Key responsibilities:

• Coach mentor and help grow an existing team of Quantitative Researchers.
• Conduct research into alpha opportunities pricing improvements hedging effectiveness and execution performance across CMCs product set.
• Research develop and deploy machine learning and AI models to improve pricing forecasting risk management and trading decision-making across the business.
• Partner with developers and trading stakeholders to productionise research outputs and monitor model performance after deployment.
• Translate complex analytical findings into clear recommendations for both technical and non-technical audiences.
• Maintain personal/professional development to meet the changing demands of the role including all relevant regulatory and legislative training.
• Take all reasonable steps to ensure appropriate confidentiality.

Key skills & experience:

• A degree in quantitative finance mathematics computer science or equivalent disciplines.
• Strong analytical and quantitative research capabilities ideally gained in trading market making electronic execution derivatives or other front-office environments.
• Experience applying machine learning and AI techniques to financial and time-series data including feature engineering model selection validation and performance monitoring.
• Strong skills in Python SQL and time-series analysis.
• Experience using Python ML libraries such as scikit-learn XGBoost PyTorch or TensorFlow.
• Experience analysing high-volume or high-frequency time-series data and building reliable research workflows.
• Ability to design robust experiments and evaluate models using appropriate metrics cross-validation and out-of-sample testing.
• Understanding of model governance explainability bias overfitting and production monitoring in a regulated environment.
• Excellent communication skills both written and spoken.

CMC Markets is an equal opportunities employer and positively encourages applications from suitably qualified and eligible candidates regardless of gender sexual orientation marital or civil partner status gender reassignment race colour nationality ethnic or national origin religion or belief disability or age.