Fionics

Company Name: Fionics
Job Title: Quantitative Researcher
Job Description: **Job title:** Quantitative Researcher **Role Summary:** Develop, test, and refine alpha‑generating signals and statistical models for systematic trading strategies. Lead research initiatives, build ML frameworks, and collaborate closely with portfolio managers and traders to integrate robust research into live trading. **Expectations:** - Deliver high‑impact research that drives consistent alpha. - Maintain a pipeline of novel ideas, rigorous back‑testing, and quantitative validation. - Communicate findings clearly to both technical and non‑technical stakeholders. **Key Responsibilities:** - Conduct comprehensive market data analysis and signal generation studies. - Build, back‑test, and optimize statistical and machine‑learning models. - Develop production‑ready code and frameworks for model deployment. - Collaborate with portfolio managers and traders to assess strategy feasibility and implementation. - Continuously monitor model performance and adjust as market dynamics evolve. **Required Skills:** - Strong programming proficiency in Python (pandas, numpy, scipy) and experience with vectorized computing. - Expertise in statistical modeling, time‑series analysis, and machine‑learning techniques (regression, classification, clustering, deep learning). - Proficiency in SQL and data manipulation. - Hands‑on experience with version control (Git) and automated testing. - Excellent analytical, problem‑solving, and communication skills. - Ability to work independently and as part of cross‑functional teams. **Required Education & Certifications:** - PhD or Master’s degree in quantitative disciplines (Mathematics, Statistics, Physics, Computer Science, Finance, Engineering). - Proven research record in quantitative finance, algorithmic trading, or related fields. - Minimum of 3 years of professional quantitative research experience.

London, United kingdom

Hybrid

Junior

19-02-2026

Company Name: Fionics
Job Title: Software Engineer | High-Frequency Trading
Job Description: Job title: Software Engineer | High-Frequency Trading Role Summary: Engineer and maintain high‑performance trading systems and market data infrastructure for algorithmic trading strategies. Expactations: Produce scalable, low‑latency solutions, contribute to quantitative research platforms, and optimize performance‑critical financial applications; deliver code in production environments and collaborate across cross‑functional teams. Key Responsibilities: - Develop and deploy trading and risk management platforms. - Build and maintain market data pipelines and infrastructure. - Design, implement, and optimize quantitative research tools. - Ensure performance, reliability, and scalability of financial applications. - Participate in code reviews, testing, and continuous integration. - Collaborate with quantitative analysts and product teams to translate requirements into technical solutions. Required Skills: - 2+ years of professional software engineering experience. - Proficiency in C++, Python, and Java. - Strong understanding of low‑latency, high‑throughput system design. - Experience with concurrent and parallel programming. - Familiarity with financial markets, trading concepts, and risk systems (preferred). - Solid knowledge of data structures, algorithms, and clean coding practices. - Ability to debug, benchmark, and refactor complex codebases. Required Education & Certifications: - Bachelor’s degree or higher in Computer Science, Software Engineering, Mathematics, Engineering, or a closely related field. (No specific certifications required.)

London, United kingdom

Hybrid

Junior

05-03-2026

Company Name: Fionics
Job Title: Quantitative Trader
Job Description: **Job Title:** Quantitative Trader **Role Summary:** Design, develop, and deploy systematic trading strategies that generate consistent alpha. The role involves creating robust back‑testing frameworks, implementing risk controls, optimizing performance, and applying machine‑learning/statistical methods to analyze market data. **Expectations:** * 2+ years of hands‑on quantitative trading experience. **Key Responsibilities:** - Develop and refine systematic trading strategies from concept to production. - Build and maintain back‑testing pipelines, data ingestion, and simulation tools. - Design and enforce risk‑management rules, monitor real‑time performance, and adjust exposures. - Apply machine‑learning, statistical, and econometric techniques to discover and validate alpha sources. - Collaborate with research, information‑technology, and trading teams to deploy and support live strategies. **Required Skills:** - Proficiency in Python, C++, or R for algorithm development and performance optimization. - Strong knowledge of statistical analysis, machine‑learning frameworks, and econometrics. - Experience with financial data libraries, database querying, and simulation tools. - Deep understanding of risk metrics, portfolio construction, and market microstructure. - Demonstrated track record of successfully developing and trading proprietary strategies. **Required Education & Certifications:** - Bachelor’s degree (or higher) in Mathematics, Statistics, Computer Science, Engineering, Physics, or a related quantitative discipline. - Advanced coursework or certifications in quantitative finance, data science, or related fields (e.g., CFA, FRM, MFE) is preferred.

London, United kingdom

Hybrid

Junior

05-03-2026

Company Name: Fionics
Job Title: ML Quant Researcher (Intraday Equities)
Job Description: **Job Title:** ML Quant Researcher (Intraday Equities) **Role Summary:** Develop and deploy machine‑learning driven alpha and forecasting models for intraday and longer‑hold multi‑factor equity strategies. Work within a collaborative, PhD‑heavy research team to integrate LLMs, generative AI, and non‑stationarity techniques into production‑ready trading signals. **Expactations:** - 3–7 years of quantitative research experience, preferably on the buy‑side. - Proven ability to move ML models from prototype to production. - Strong collaborative mindset and patience for rigorous research cycles. **Key Responsibilities:** - Design, build, and validate ML‑based alpha and forecasting models for equity markets. - Apply large language models, generative AI, and non‑stationary time‑series methods to generate trading signals. - Conduct back‑testing, performance attribution, and risk analysis of developed strategies. - Integrate models into the firm’s trading infrastructure and monitor live performance. - Contribute to team knowledge sharing, code reviews, and documentation. **Required Skills:** - Advanced programming in Python (or similar) with experience in ML libraries (TensorFlow, PyTorch, scikit‑learn). - Expertise in statistical modeling, time‑series analysis, and non‑stationarity techniques. - Hands‑on experience deploying ML models in a production environment. - Strong quantitative background in mathematics, statistics, or related fields. - Ability to communicate complex ideas clearly and work effectively in a team. **Required Education & Certifications:** - Ph.D. in Mathematics, Statistics, Computer Science, Physics, or a closely related quantitative discipline. - Relevant certifications (e.g., CFA, FRM) are optional but not required.

New york, United states

Hybrid

Junior

05-03-2026

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