Quant Research

The quantitative research team is responsible for designing the statistical models that underpin our trading activities. Financial markets are data-rich, but the key lies in making sense of this data. We deploy state-of-the-art machine learning techniques, powered by extensive computational resources, to sift through the noise and generate price forecasts for a wide range of financial assets. In the fast-moving environment of financial markets, we face numerous technical challenges. However, as a cohesive team of quantitative researchers, we are constantly developing new models to stay ahead. My favourite aspect of the job is working in a collaborative, research-driven environment with a fast feedback loop that allows for rapid progress and keeps the whole process engaging and impactful.

XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencies, commodities and crypto. It uses those forecasts to trade on exchanges and alternative trading venues, and to offer differentiated liquidity directly to clients worldwide. The firm trades over $250bn a day across 35 countries and has over 250 employees based in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani.