Quantitative Researcher — Systematic Equities & Multi-Asset | London

A well-established systematic hedge fund is hiring a Quantitative Researcher to develop alpha signals and systematic strategies across equities and multi‑asset.

Research‑first culture. No politics. You own your work from day one.

What they need:

• Strong alpha research background – signal generation, factor modelling or statistical strategies
• Proficient in Python; ML experience a genuine advantage
• Hedge fund, prop firm or systematic asset manager background preferred

We’re currently running several quant research mandates across London — hedge funds, multi‑strat platforms and quant asset managers at different stages of growth. Whether you’re actively looking or just open to hearing something exceptional, reach out in confidence or visit our site.

#J-18808-Ljbffr…