L3VLUP

Quantitative Researcher CV example

Student or graduate · UK CV · set in the Quant Research template

Quant research hiring leans on evidence of research ability: the degree, the papers, the code and the competitions. The CV is read by researchers, who want precision. Claims should be specific enough to be tested in an interview.

Wei Zhang

PhD Mathematics, Imperial College London

London, UK · +44 7700 900654 · wei.zhang@example.com · github.com/weizhang-research

Education

Imperial College London: PhD Mathematics (Stochastic Analysis)Oct 2022 - Sep 2026

Thesis: calibration of rough volatility models under limited option data. Supervised by a professor of mathematical finance.

University of Cambridge: BA and MMath Mathematics, First Class with DistinctionOct 2018 - Jun 2022

Part III: Stochastic Calculus, Advanced Probability, Optimal Transport.

Experience

Kestrel Trading: Quantitative Research InternLondon, UK · Jun 2025 - Sep 2025
  • Built a gradient-boosted signal on order-book features for 40 futures contracts, adding 0.3 to out-of-sample Sharpe after costs over 2 years
  • Reduced backtest run time from 6 hours to 25 minutes by vectorising the feature pipeline in NumPy
Imperial College London: Teaching Assistant, Probability and StatisticsLondon, UK · Oct 2023 - Present
  • Taught weekly problem classes for 60 second-year students; rated 4.8/5 in feedback

Projects

Rough volatility calibration: Co-author, Quantitative Finance (accepted 2026) · github.com/weizhang-research/rough-vol2025
  • Derived a fast approximation for rough Heston pricing, cutting calibration time 30-fold with under 1 bp of error
Limit order book simulator: C++, Python bindings · github.com/weizhang-research/lob2024
  • Wrote a matching engine handling 2 million messages a second, used by 3 students for thesis experiments

Skills

Languages: Python (NumPy, pandas, PyTorch), C++17, kdb+/q basics

Methods: stochastic calculus, time series, Monte Carlo, gradient boosting, convex optimisation

Competitions

International Mathematical Olympiad, silver medal (2017); Kaggle time-series competition, top 2% of 3,100 teams (2024).

A sample person: the name, employers and figures are invented. A mathematics PhD finishing a thesis on stochastic volatility, with a research internship at a trading firm and open-source code.

The order, and why

Education first and in detail; then research experience; projects and publications; skills split by language and method; competitions in extras.

Weak bullets, made strong

Weak: Worked on machine learning models for trading

Strong: Built a gradient-boosted signal on order-book features for 40 futures contracts, adding 0.3 to out-of-sample Sharpe after costs over 2 years

Method, universe, measure and an honest out-of-sample test.

Weak: Published research

Strong: Co-authored a paper on rough volatility calibration, accepted at Quantitative Finance (2026), with open-source code

Venue, topic, status and something checkable.

Mistakes to avoid

  • Backtest results with no mention of costs or out-of-sample testing. Researchers will ask.
  • A skills line that lists every language ever touched.
  • Hiding the thesis topic. It is the first interview question.

UK CV or US resume

Quant firms in London and the US read the same one-page format. A PhD candidate can run to two pages if the second is publications only.

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