Open Roles

Overview

• Company: BlackShip Capital – Systematic Volatility Hedge Fund

• Location: London, United Kingdom 

• Type: Full-Time 

• Work Mode: Hybrid

Open Roles

BlackShip Capital is seeking exceptional quantitative minds to join our team at the intersection of research and engineering. The open roles – Quantitative Researcher and Quantitative Engineer — are designed for candidates with deep analytical, mathematical and programming expertise, and who thrive at the intersection of research and systems-level implementation. Successful applicants will either focus on alpha research and strategy development, or quantitative systems engineering, depending on experience and fit — but collaborate closely across disciplines to shape our edge in volatility markets.

We are hiring across both Research and Engineering specialisations.

• As a Quantitative Researcher, you will be responsible for the full lifecycle of a trading strategy — from alpha idea generation and signal research to deployment and performance monitoring.

• As a Quantitative Engineer, you will help build and maintain the high-performance systems that underpin our trading and research infrastructure, ensuring scalability, speed, and reliability across the stack.

Key Responsibilities

Quantitative Research

• Design and backtest alpha-generating strategies across global markets.

• Conduct rigorous statistical analysis using market, fundamental, and alternative datasets.

• Apply advanced machine learning techniques (supervised, unsupervised, reinforcement learning) to identify predictive signals.

• Monitor live strategy performance and continuously optimize for alpha, risk, and execution.

Quantitative Engineering

• Build and optimize low-latency execution and research infrastructure.

• Develop core systems for data ingestion, backtesting, and portfolio analytics.

• Collaborate with researchers to turn research models into production-ready code.

• Continuously enhance system reliability, throughput, and scalability.

Your Profile: Key Qualifications & Skills

• Education: PhD, MSc or BSc in a quantitative field (Mathematics, Physics, Statistics, Computer Science, Engineering) or a related quantitative discipline

• Quantitative Acumen: Strong background in probability, statistics, linear algebra, time-series analysis, and optimization.

• Programming: Expert-level Python (with NumPy, pandas, scikit-learn) and C++ for performance-critical applications.

• System Design: Experience with multi-threaded systems, distributed computing, low-latency optimization, and Linux environments. Actant proprietary scripting language including ExStream Studio.

• Machine Learning: Proficiency in ML frameworks (PyTorch, TensorFlow) and their application to trading problems.

• Collaboration: Exceptional communication skills and a team-first mindset. English is the official working language.

Tech Stacks & Tools

• Languages: Python, C++

• Frameworks & Libraries: NumPy, pandas, scikit-learn, TensorFlow, PyTorch

• Databases: SQL, time-series DBs, kdb+/q

• Systems: Linux, Git, Docker, high-performance computing environments

• Infrastructure: Custom-built HPC clusters, low-latency messaging, real-time data pipelines

Traits We Value

• Curiosity, creativity, and a scientific mindset

• Ability to work independently and own complex projects end-to-end

• Collaborative, open to feedback, and thrives in a high-performance environment

• Meticulous attention to detail and commitment to clean, maintainable code

Why BlackShip Capital?

We are building a modern, institutional-grade hedge fund from first principles — combining proprietary volatility signals, rigorous infrastructure, and a collaborative culture. We offer a flat structure, fast decision-making, and direct impact on P&L. You will work alongside a small team of elite researchers and engineers passionate about redefining systematic trading in global volatility markets.

You’ll be joining a team that has spent the past five years rigorously researching, designing, and backtesting a broad range of quantitative strategies — and is now poised to implement and scale the fund with institutional capital.

Please apply via Linkedin or send your CV and a short intro to jobs@blackshipcapital.com to help shape the next-generation of volatility-focused hedge fund infrastructure.

All applications are treated with strict confidentiality.