A leading global multi-strat hedge fund is seeking an experienced Quantitative Researcher to join one of its established mid-frequency equities investment teams in London.
This is an opportunity to work alongside world-class Portfolio Managers and Researchers, developing alpha signals and systematic investment strategies within a highly collaborative, research-driven environment. The team benefits from exceptional technology, extensive proprietary and alternative datasets, and the infrastructure required to rapidly test and deploy new ideas into production.
Responsibilities
- Research and develop predictive alpha signals for systematic equity strategies.
- Apply advanced statistical techniques and machine learning methods to large financial datasets.
- Design, test and refine systematic investment models across the full research lifecycle.
- Analyse market behaviour and identify new sources of alpha.
- Collaborate closely with Portfolio Managers, Quant Developers and Data Engineers to implement production-ready models.
- Conduct rigorous backtesting, performance attribution and signal validation.
- Evaluate new datasets and alternative data sources to enhance research capabilities.
- Continuously improve existing models through ongoing research and optimisation.
Requirements
- Advanced degree (Masters or PhD) in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics or another quantitative discipline.
- Proven experience as a Quantitative Researcher within a systematic hedge fund, proprietary trading firm or quantitative asset manager.
- Demonstrated track record of researching and delivering profitable alpha signals.
- Strong knowledge of statistics, probability, machine learning and time series analysis.
- Excellent programming skills in Python, with experience working on large-scale research pipelines.
- Experience working with large financial datasets and building robust research frameworks.
- Strong communication skills with the ability to explain complex quantitative concepts.
- A genuine passion for systematic investing and quantitative research.
Desirable Experience
- Mid-frequency or medium-horizon systematic equity strategies.
- Alternative data research.
- Portfolio construction and optimisation.
- Transaction cost modelling.
- Feature engineering and model validation.
- Cloud computing or distributed research environments.
What’s on Offer
- Opportunity to join a tier-one global systematic hedge fund.
- Highly collaborative, research-led culture.
- Access to industry-leading data, technology and computational resources.
- Significant autonomy to pursue original research ideas.
- Competitive base salary with market-leading performance-related compensation.
- Excellent long-term career progression within a world-class investment platform.
If you are passionate about quantitative research and have a proven track record of generating alpha within systematic equities, we would be delighted to speak with you in complete confidence.
…