Quantitative Researcher

Location: London (on-site)

Company: Good Markets

Role Type: Full-time

About Us

Good Markets is building advanced algorithmic trading systems across FX and crypto, combining dynamic hedging, multi-agent grid logic, machine-learning techniques, and high-frequency data insights. We’re expanding the research team with exceptional talent who want to push the boundaries of systematic trading and simulation at scale.

The Role

We are looking for a Quant Researcher with a PhD in Particle Physics, Applied Mathematics, Computer Science, Statistics, Engineering, or a similarly quantitative field.

Your work will directly influence the development of our trading engines, volatility prediction models, dynamic thresholds, and multi-layered risk controls.

You’ll work closely with the founders on:

  • Designing, testing, and refining systematic trading strategies
  • Building predictive models for volatility, regime detection, and market structure
  • Designing dynamic thresholding and adaptive decision systems
  • Running large-scale simulations and time-series modelling
  • Contributing to signal research and automated execution improvements
  • Helping shape the next generation of Good Markets’ algorithmic frameworks

What You’ll Need

  • PhD in a quantitative field (Particle Physics strongly preferred)
  • Strong mathematical modelling background
  • Solid experience with Python or C++ (bonus if you know pandas, numpy, numba, multiprocessing, or GPU workflows)
  • Ability to structure and analyse large time-series datasets
  • Curiosity and creativity in solving complex problems
  • Interest in trading, market microstructure, or systematic strategies
  • Ability to work on-site in our London office

Nice To Have

  • Experience with ML/AI for time-series prediction
  • Exposure to FX, crypto, or high-frequency data
  • Experience designing or evaluating algos, simulations, or optimisation routines
  • Understanding of statistics, stochastic processes, PDEs, or signal processing
  • Curiosity about agent-based modelling, reinforcement learning, or market regimes

Why Join Us

  • Work directly with founders on real trading systems deployed in live markets
  • Zero bureaucracy, we build, test, iterate, and ship
  • Massive opportunity to shape the research culture from day one
  • Competitive compensation with strong upside potential
  • High-energy environment where physics-level thinking is genuinely valued

If you’re a builder, a thinker, and someone who loves wrestling with complex systems, we’d love to speak with you.

How to Apply

Submit your CV and a short note about your research background to: hr@goodmarkets.com