Quantitative Researcher

Quantitative Researcher

Are you a quantitatively minded problem-solver who enjoys turning complex data into robust, systematic strategies? Do you combine strong mathematical thinking with practical programming skills?

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.

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Experiment and Iterate

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

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Build Research Tools

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

📈

Work with Financial Data

– Analyze complex datasets to identify patterns, inefficiencies, and opportunities in equity markets.

🤝

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)
• Strong Python skills and experience working with data
• Evidence of practical software development experience, ideally involving large datasets
• Ability to move between theory and implementation
• Interest in financial markets and systematic trading

Candidates may come from

industry or academia

. Exceptional PhD graduates will be considered if they demonstrate strong applied programming and data-driven research experience.

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

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