Quantitative Researcher

Quantitative Researcher

Are you a quantitatively minded problem-solver who enjoys turning complex financial data into robust, systematic strategies? Do you combine strong mathematical thinking with practical programming skills — and have you already applied them in a financial markets context?

A leading quantitative investment team is looking for a Quantitative Researcher to help design, develop, and improve equity statistical arbitrage strategies. This role sits at the intersection of research and development — requiring both strong quantitative reasoning and the ability to build reliable research tools and models in code.

This is an opportunity to work in a collaborative, intellectually rigorous environment where ideas are tested quickly and engineering quality matters.

What You'll Do:

📊 Develop Quantitative Strategies – Research and implement systematic equity statistical arbitrage models using large financial datasets.

🧪 Experiment and Iterate – Design research experiments, evaluate signals, and refine strategies through rigorous analysis and testing.

💻 Build Research Tools – Write clean, efficient Python code to process data, develop models, and support the research pipeline.

📈 Work with Financial Data – Analyse complex datasets to identify patterns, inefficiencies, and opportunities in financial markets — particularly fixed income and equity instruments.

🤝 Collaborate with Engineers and Researchers – Work closely with a small team of technically strong colleagues to translate ideas into production-ready strategies.

The Team:

You'll join a lean quantitative research group focused on systematic trading strategies. The environment is highly technical but pragmatic — ideas are judged by evidence, and researchers are expected to both design models and build the tools needed to test them. The team values people who combine theoretical insight with the ability to implement their ideas in code.

What They're Looking For:

• Strong quantitative background (e.g. Mathematics, Physics, Engineering, Computer Science, or similar)
• Experience applying quantitative or ML methods to financial data — whether in systematic trading, derivatives, risk modelling, or a related area of financial markets
• Strong Python skills and experience working with large datasets
• Evidence of practical software development experience
• Ability to move between theory and implementation
• This is not a role where financial markets knowledge can be learned on the job — some prior exposure to financial instruments or trading environments is expected

You may come from industry or academia, but should be able to point to concrete experience working with financial data or within a financial markets context.

What They Offer:

• Highly competitive compensation with strong bonus potential
• Pension, healthcare, and comprehensive benefits
• A collaborative environment with direct impact on live trading strategies
• The opportunity to work on challenging quantitative problems with high-quality data and infrastructure

💰 Base salary is 60-90 Danish Krona per month (€120K – €150K equivalent per year) and benefits include bonus