Amunra is seeking exceptional Quantitative Researchers with PhDs in mathematically rigorous scientific disciplines.
This is not a conventional quantitative-finance research role.
We are particularly interested in scientists trained to reason about high-dimensional interacting systems, stochastic processes, nonlinear dynamics, emergence, collective behaviour, critical phenomena, networks, information, scaling, and systems far from equilibrium.
Researchers will investigate fundamental questions about the structure and dynamics of financial markets and translate scientific findings into rigorous quantitative methodologies and computational systems.
The role sits at the intersection of fundamental research, applied mathematics, computational science, and quantitative finance.
Researchers will have substantial freedom to formulate hypotheses, develop mathematical frameworks, design numerical experiments, work with large empirical datasets, and contribute to Amunra's proprietary research programme.
Research Areas
Depending on background and expertise, research may involve:
- Complex adaptive systems
- Statistical mechanics and non-equilibrium systems
- Interacting stochastic systems
- Nonlinear and stochastic dynamics
- Critical phenomena and phase transitions
- Scaling laws and universality
- Multifractal and multiscale systems
- Long-memory and anomalous diffusion
- Random matrix theory
- Information theory and statistical inference
- Network science and interacting networks
- Collective behaviour and emergence
- Dynamical stability and instability
- Stochastic processes and stochastic differential equations
- High-dimensional statistical systems
- Spatiotemporal systems
- Endogenous dynamics and interacting agents
- Computational modelling and simulation
- Machine learning for scientific discovery
- Representation learning for complex systems
- Inference in noisy and non-stationary systems
Financial markets will serve as the principal empirical domain