Job Search

Senior Quantitative Researcher

Job Title: Senior Quantitative Researcher
Contract Type: Permanent
Location: Crows Nest, New South Wales
Salary: AU$200000.00 - AU$300000.00 per annum + discretionary bonus
Start Date: TBC
Reference: 6599
Contact Name: Lee Hogben
Contact Email:
Job Published: March 09, 2022 09:10

Job Description

Our client is a private Trading Firm that specialises in developing and deploying systematic trading strategies across global futures markets. We are currently looking for a Senior Quantitative Researcher to add to their existing research and trading teams. The primary task will be to undertake research into the detection and exploitation of robust statistically significant patterns within financial time series data with the aim of developing automated trading strategies. The two domain areas of interest are 1) HFT Futures and 2) Quantitative Macro.

The successful individual will be expected to contribute novel concepts, trading ideas and trading strategies and be adept at taking those models to proof of concept and then overseeing them to production trading. Candidates will ideally have 5+ years experience in the field and have previously worked in a bank, systematic hedge fund or proprietary trading firm and have a demonstrated record of achievement.

The ideal candidate will have also a Ph.D or Honours / Masters degree in one of quantitative finance, computer science, engineering, mathematics, physics or statistics. Knowledge of or past research experience in any of the fields of complex systems, statistical and numerical analysis, machine learning, pattern recognition, time series modelling or related would also be highly regarded.

It is expected that you will be able to demonstrate one or more of the following:

  • An advanced understanding of systematic trading strategies across any or all of the FX, Commodity, Fixed Income & Equity asset classes.
  • Advanced understanding of methods for achieving low-impact, high-capacity, near-optimal trade execution.
  • Insights into market impact effects and the scaling of trading systems.
  • An excellent understanding of risk and approaches to risk control across a portfolio of trading systems.
  • Comprehensive knowledge of methods for evaluating, back-testing and optimising trading strategies and portfolios of strategies.

For all applicants the ability to assist in software development will be essential and competency in one or more of C, C++, Python, Matlab or related languages will be required. Also, applicants should be willing to work closely with other researchers and with the IT professionals within the company.


  • Base salary will be in the range $180k-$280k, with the upper end for highly qualified individuals only. Discretionary bonus is up to 100% of base and is calculated based on both qualitative and quantitative KPI's.
Please Note: This is a 'Researcher' type role rather than that of a Portfolio Manager - hence direct PnL sharing is not nominally part of the renumeration arrangement, although the bonus KPI's do take into account the performance of systems that have been developed.

You must be either an Australian Citizen or Australian Permanent Resident to be considered for this role.

Please send your CV in WORD format only.