Quant Researcher – No.2 for a Collaborative Cash Equities Team with upside – daily to monthly h[…]

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Quant Researcher (Equities Stat Arb) | London (On-site) | Visa Sponsorship Available

A high-performing, research-led, collaborative, equities stat arb team in London is hiring a Quant Researcher to become the number 2 and drive alpha and signal generation. This is a rare chance to join a lean pod where researchers have real ownership, strong engineering support around them, and a clear mandate across cash equities.

Scope:

  • Research, design, and validate alpha signals for cash equities stat arb strategies
  • Build robust feature sets from market, fundamental, and alternative datasets
  • Run disciplined backtesting and statistical validation to avoid overfitting
  • Translate research into production-ready signals in collaboration with engineering
  • Monitor live performance and iterate on signals as market regimes shift
  • Contribute to idea generation and the team’s evolving research framework

Ideal profile:

  • 5-15 years of experience in systematic equity research.
  • Strong statistical intuition and a rigorous research process (hypothesis, testing, validation)
  • Solid programming skills (Python required; familiarity with research-to-production workflows is a plus)
  • Experience working with equities data and market microstructure awareness preferred
  • Candidates from prop trading environments are interesting, but top long-only / fundamental researchers with a systematic mindset are also of interest.
  • Comfort working in a small, high-accountability team where your work has visible impact

Nice to have

  • Single-stock research exposure with a clear, testable signal mindset
  • Experience with factor research, statistical arbitrage, or systematic equities strategies
  • Familiarity with portfolio construction concepts and risk-aware signal development

Logistics

  • London-based role, on-site
  • No remote / overseas-based working
  • Hiring timeline: next 1 to 2 months

If you’re a mid to senior-level researcher who wants genuine signal ownership and a direct line between your work and PnL, this is the kind of seat that doesn’t come up often.

#J-18808-Ljbffr”, “datePosted”: “2026-05-18”, “hiringOrganization”: { “@type”: “Organization”, “name”: “J K Barnes”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__435630353__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=33” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “London” } } }
Company: J K Barnes
Apply for the Quant Researcher – No.2 for a Collaborative Cash Equities Team with upside – daily to monthly h[…]
Location: London
Job Description:

Quant Researcher (Equities Stat Arb) | London (On-site) | Visa Sponsorship Available

A high-performing, research-led, collaborative, equities stat arb team in London is hiring a Quant Researcher to become the number 2 and drive alpha and signal generation. This is a rare chance to join a lean pod where researchers have real ownership, strong engineering support around them, and a clear mandate across cash equities.

Scope:

  • Research, design, and validate alpha signals for cash equities stat arb strategies
  • Build robust feature sets from market, fundamental, and alternative datasets
  • Run disciplined backtesting and statistical validation to avoid overfitting
  • Translate research into production-ready signals in collaboration with engineering
  • Monitor live performance and iterate on signals as market regimes shift
  • Contribute to idea generation and the team’s evolving research framework

Ideal profile:

  • 5-15 years of experience in systematic equity research.
  • Strong statistical intuition and a rigorous research process (hypothesis, testing, validation)
  • Solid programming skills (Python required; familiarity with research-to-production workflows is a plus)
  • Experience working with equities data and market microstructure awareness preferred
  • Candidates from prop trading environments are interesting, but top long-only / fundamental researchers with a systematic mindset are also of interest.
  • Comfort working in a small, high-accountability team where your work has visible impact

Nice to have

  • Single-stock research exposure with a clear, testable signal mindset
  • Experience with factor research, statistical arbitrage, or systematic equities strategies
  • Familiarity with portfolio construction concepts and risk-aware signal development

Logistics

  • London-based role, on-site
  • No remote / overseas-based working
  • Hiring timeline: next 1 to 2 months

If you’re a mid to senior-level researcher who wants genuine signal ownership and a direct line between your work and PnL, this is the kind of seat that doesn’t come up often.

#J-18808-Ljbffr…

Posted: May 18th, 2026