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AAA Global

Quantitative Researcher

London
Posted about 15 hours ago
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We are working with a leading global multi-strategy trading platform on their graduate and PhD-level Quantitative Researcher hiring for 2026/2027.

This is a front-office research seat with direct exposure to live trading. Candidates are assessed primarily on raw quantitative ability and research judgement rather than prior finance experience, and are matched to the team that best fits their background and interests.

The Role

As a Quantitative Researcher you will:

  • Research and develop predictive signals from large, noisy datasets
  • Build, test and validate models with rigorous attention to statistical robustness, overfitting and transaction costs
  • Work alongside portfolio managers, traders and engineers to take research from prototype into production
  • Monitor live model performance and investigate divergence between expected and realised behaviour

Reasons to use Rodeo

I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?

Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.

Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.

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Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.

P

Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.

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It searches the market for you

Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.

Why you're a good match

You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.

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Strong

Experience fit

Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.

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Strong

Only hits

No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.

Teams operate across the full frequency spectrum, from high-frequency and intraday through to medium-frequency, multi-day horizons, and across equities, futures, FX, options and other liquid asset classes. Placement is based on candidate fit rather than a fixed assignment.

Requirements

  • Bachelor's, Master's or PhD from a leading university in a highly quantitative discipline, mathematics, statistics, physics, computer science, electrical engineering or similar
  • Exceptional academic record
  • Strong programming ability in C++ or Python
  • Rigorous grounding in probability, statistics and linear algebra
  • Scientific scepticism, intellectual honesty and the ability to make progress on open-ended problems independently

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Preferred

  • PhD in a quantitative discipline with a strong research or publication record
  • Prior internship in a quantitative capacity at a hedge fund, proprietary trading firm or investment bank
  • Strong results in international or national-level competitions - IMO, IPhO, IOI, ICPC, Putnam, Kaggle or equivalent
  • Experience applying machine learning to time-series or otherwise low signal-to-noise data

To apply, please send your CV to jing@aaaglobal.co.uk. All applications are treated in strict confidence.

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Skills

C++
Python
Probability
Statistics
Linear Algebra
Machine Learning
Quantitative Research
Predictive Signaling
Model Validation
Time-series Analysis

Location

London, England, United Kingdom

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