Quantitative Researcher - US Sports
Proprietary Trading Firm (Sports & Alternative Markets)
London - 4 days onsite, 1 day wfh
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:
Researching and developing quantitative models and signals for sports markets
Analysing large, noisy datasets to uncover predictive features and pricing inefficiencies
Collaborating with traders to translate research into robust, executable strategies
Working alongside engineers to productionise models and improve research tooling
Monitoring live performance and iterating on models through changing market conditions
Ideal background:
Strong quantitative foundation (maths, statistics, physics, computer science, or similar)
Experience in quantitative research, systematic trading, or data science
Strong programming skills (Python essential; others a plus)
Commercial mindset and interest in competitive, real-time markets
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.
Interested? Reach out to lucia.paolinelli@harringtonstarr.co
