> For the complete documentation index, see [llms.txt](https://bingstormais-organization.gitbook.io/product-docs/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://bingstormais-organization.gitbook.io/product-docs/bingstorm-ai-technology-center/job-offers/quantitative-researcher.md).

# Quantitative Researcher

With access to bingstorm state of the art platform and the support of world-class engineers, you will focus on developing statistical and machine learning methods for a number of projects – including pricing and accurately predicting/forecasting future market movements. For proprietary reasons I can’t disclose full details here, but can over a call. This hire is integral to the continued success of the firm, and they are offering the opportunity to learn from the best of the best and kickstart a successful, lucrative career in quantitative finance.

Culturally this firm is great and they put a huge emphasis on their employee’s wellbeing vs other companies in quantitative finance – think lots of employee perks, flexible working, no late night/weekend calls and no firing for underperformance (they would rather move someone to another area of the business than let them go).

Please apply if you possess the following:

PhD in Statistics, Computer Science, Machine Learning, Physics etc. from a top school. Strong track record of machine learning/statistical research in an applied setting (does not need to be finance). Strong Python skills. An interest in developing a successful and lucrative career in quantitative finance.

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