Quant Researcher (Machine Learning – Equities) | London / New York | Multi-Strategy Platform

We’re partnering with a top-tier multi-strategy hedge fund looking to hire an Equity Quant Researcher with a strong ML focus. This role sits within a high-performing systematic equities team, focused on building scalable, data-driven alpha using modern machine learning techniques.

The team operates in a fast-paced, performance-led environment with strong infrastructure and access to diverse datasets. You’ll be working closely with experienced PMs and researchers to push forward next-generation equity signals.

What You’ll Be Doing

• Design and develop machine learning-driven alpha signals for systematic equity strategies
• Work with large, complex datasets to extract predictive features and insights
• Take ownership of the full research lifecycle: ideation, testing, validation, and deployment
• Collaborate with PMs to translate research into live trading strategies
• Continuously refine models with a focus on robustness, scalability, and real-world performance
• Contribute to the evolution of the team’s research framework and data infrastructure

Core Requirements

• 5+ years’ experience in systematic equity research with a track record of deployable alpha generation
• Strong intuition for market dynamics, including liquidity, participant behaviour, and changing risk regimes
• Advanced Python programming skills, with experience in research and production environments
• Deep experience working with core financial datasets (e.g. prices, fundamentals, risk factors)
• Proven ability to handle large, imperfect datasets and navigate real-world data challenges
• Strong understanding of backtesting frameworks and common pitfalls (e.g. overfitting, look-ahead bias, transaction costs)
• Excellent academic background in a quantitative field

Nice to Have

• Experience working with high-frequency or granular (tick-level) equity data
• Hands-on application of machine learning techniques (e.g. tree-based models, deep learning, NLP/LLMs) in alpha research
• Familiarity with market microstructure in developed equity markets
• Exposure to C++ or performance-focused programming

Why This Role

• Work within a well-resourced, high-performing multi-strat platform
• Access to cutting-edge data and compute infrastructure
• Strong emphasis on ML-driven research and innovation
• Direct path to impactful alpha generation and deployment
• Locations: London or New York

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