Spectrum Search is partnering with one of Europe’s fastest-growing digital wealth and investment platforms to hire a Quant Researcher into a highly technical systematic trading team.
The business operates at significant European scale, with millions of customers across 18 countries and more than €150bn in customer assets. It combines banking infrastructure, investment products, and trading technology to make access to financial markets simpler, more transparent, and more efficient for retail investors.
This is a rare opportunity to join a small, high-calibre trading and strategy function working on the next generation of pricing, risk, and systematic trading capabilities across European cash equities. The successful candidate will work closely with quantitative researchers, developers, and trading stakeholders to build models and tools that directly influence how the platform operates at scale.
The role
You will join a small internal trading desk and work on quantitative models across pricing, risk, inventory, and trading strategy. The environment is fast-moving and highly collaborative, so the ideal person will be intellectually strong, technically hands-on, and comfortable switching between research, data, modelling, and discussions with engineering teams.
The role is particularly well suited to someone coming from a sell-side quantitative trading, electronic trading, systematic trading, or quant research background who wants more ownership in a scaling fintech/trading environment.
Responsibilities
You will:
* Build and improve quantitative models for pricing, risk, and trading decision-making.
* Work with tick data, order book data, customer order flow, execution data, positions, and P&L.
* Develop research in Python to support systematic trading and risk processes.
* Collaborate closely with developers and platform engineers responsible for trading infrastructure.
* Analyse European cash equities markets, initially across EUR and PLN-denominated trading activity.
* Contribute to risk tooling, model design, and data-driven decision-making across the desk.
* Work in a small, high-ownership team where priorities can change quickly.
Requirements
We are looking for candidates with:
* 2–5 years’ experience in a quantitative research, systematic trading, electronic trading, or related quantitative role.
* Strong academic background, ideally a Master’s or PhD in mathematics, statistics, physics, computer science, engineering, or a related STEM subject.
* Strong research-level Python skills.
* Experience working with financial markets data, ideally equities.
* Good statistical knowledge and strong quantitative reasoning.
* Ability to communicate effectively with developers and technical stakeholders.
* A self-starter mindset and the ability to operate in a small, fast-moving team.