We're hiring a Quantitative Strategist

Focus: Cross-asset risk, behavioural finance, macro strategy

We are offering a unique opportunity to join the team here at CMC Markets as a Quantitative Strategist to join our Centralised Risk Book (CRB) team. This is a highly visible role providing direct exposure to the Senior Leadership and trading desks, shaping firm-wide strategy at the intersection of risk, research, and behavioural finance. As a member of the CRB team, you’ll be at the heart of cross-asset trading risk and macro-financial insight. This is a dynamic, intellectually stimulating role at the intersection of quantitative research, investor behaviour, and strategic risk management.

What you'll do

Analyse trading risk and client flow across asset classes (equities, FX, rates, credit, commodities)
Support scenario modelling, stress testing, and capital-at-risk frameworks
Research market psychology, sentiment shifts, and behavioural patterns in investor flow
Build and enhance dashboards and tools (Python/Excel) to support decision-making
Present insights to senior stakeholders and contribute to firm-wide strategy

What we're looking for

Master’s/PhD in a quantitative or financial field ((e.g. Economics, Financial Engineering, Mathematics, Statistics, Data Science).
Up to 3 years’ experience (internships and research welcome!)
Strong coding skills (Python preferred), and an analytical, inquisitive mindset
Interest in behavioural finance and how psychology shapes market outcomes
Clear communication, a collaborative spirit, and a desire to learn fast

Nice to have

Exposure to trading/risk systems (Bloomberg, Refinitiv, etc.)
Research in behavioural economics or sentiment analysis
Understanding of narrative-driven price moves in flow-heavy markets