Ocean Red
Senior Quantitative Analyst
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Senior Quantitative Analyst
Python | Listed Derivatives | Market Analysis
Overview
- 🏢 Company: Established B2B financial technology business
- 👤 Position: Senior Quantitative Analyst
- 🎯 Impact: Turn complex trading data into practical insight for products and customers
- đź‘Ą Team: Experienced quantitative specialists working closely with Product and Engineering
- 🌟 Focus: Python, listed derivatives, quantitative research, and customer-facing analysis
- đź“Ť Location: London
- đź’» Hybrid: Flexible hybrid working
- 💰 Offer: £100,000–£110,000 plus bonus and benefits
The Role
Some quantitative work ends with a model. Here, your analysis will shape products, answer customer questions, and help people make sense of what happened in the market.
You’ll work with large financial datasets covering listed markets. You’ll investigate trading behavior, liquidity, and execution, then turn the findings into something useful: a clear answer, a repeatable analysis, or a new product capability.
You’ll get more variety than you would in a narrowly defined research seat. One week, you might investigate an unusual market event. The next, you could test a new analytical idea, work through a customer question, or help Product decide how quantitative research should appear in the platform.
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You won’t spend your time maintaining production systems or building pricing libraries. You’ll use Python to explore data, test ideas, and explain what matters.
And because the work sits close to customers and product decisions, you’ll see where your analysis goes and how people use it.
What You’ll Work On
You’ll examine large trading datasets to understand changes in liquidity, execution, and market behavior.
You’ll work directly with experienced market participants, listen carefully to the problem they’re trying to solve, and give them an answer they can use.
You’ll also partner with Product and Engineering to turn one-off research into scalable analytical capabilities.
Your work will usually involve three things:
- Investigating trading activity across listed futures and options markets
- Building quantitative analysis and prototypes in Python
- Presenting findings clearly to customers and internal teams
This is a research-led position, but it isn’t academic. The value comes from finding the signal, explaining it simply, and helping someone act on it.
What You’ll Need
The three essentials are:
- Practical experience analyzing listed futures or options
- Strong Python for quantitative research across large financial datasets
- The ability to explain technical findings clearly and concisely
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You’ll probably have an MSc or PhD in mathematics, physics, statistics, computer science, financial mathematics, or another quantitative subject.
Your background could include quantitative research, electronic trading, execution analysis, market surveillance, derivatives trading, or financial data products.
You don’t need to be a production software engineer. But you should be comfortable using libraries such as NumPy, Pandas, SciPy, or Scikit-learn to explore data and test an idea.
You’ll Enjoy This If
- You want your research to reach customers rather than remain several steps removed from them.
- You enjoy answering practical questions about markets, not only developing theoretical models.
- And you can take a complicated piece of analysis and explain the conclusion before disappearing into the detail.
Interview Process
- Introductory call with us
- Hiring manager interview
- Team discussion
- Take-home analysis
- Presentation and final conversation
The exercise focuses on how you approach a problem, make decisions, and explain your reasoning.
Click Apply and we’ll share the full brief before arranging a confidential discussion.
This position isn’t eligible for visa sponsorship. You’ll need to have the right to work in the UK before applying
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