Quantitative Researcher
Proprietary Trading Firm (Sports & Alternative Markets)
London / Hybrid
We’re supporting a profitable, technology-driven proprietary trading firm that specialises in systematic and quantitative sports trading across global markets.
The firm is looking to hire a Quantitative Researcher to design, test, and deploy predictive models that identify inefficiencies across highly liquid sports exchanges. You’ll work closely with traders and engineers in a fast-paced, performance-driven environment where research moves quickly from idea to live trading.
Key responsibilities include:
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Researching and developing quantitative models and signals for sports markets
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Analysing large, noisy datasets to uncover predictive features and pricing inefficiencies
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Collaborating with traders to translate research into robust, executable strategies
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Working alongside engineers to productionise models and improve research tooling
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Monitoring live performance and iterating on models through changing market conditions
Ideal background:
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Strong quantitative foundation (maths, statistics, physics, computer science, or similar)
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Experience in quantitative research, systematic trading, or data science
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Strong programming skills (Python essential; others a plus)
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Commercial mindset and interest in competitive, real-time markets
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Prior exposure to sports betting, prop trading, or alternative markets is beneficial but not required
This is a high-impact role offering direct exposure to live trading, fast feedback loops, and meaningful ownership of research outcomes.
