Quantitative Researcher

Quantitative Researcher - Systematic Equities. High-calibre systematic investment firm - Central London/Hybrid

Compensation: £200,000 - £250,000 + Up to 100% performance related bonus

Location: London (1 day a week on-site)

My client are looking to hire experienced Quantitative Researchers for an opportunity within a high-calibre systematic investment environment in London.

This isn’t a role where your research disappears into a presentation.

You’ll work close to the investment process, with the opportunity to originate ideas, develop models, test signals and see successful research progress towards real investment decisions.

We’re particularly interested in researchers who combine strong scientific thinking with commercial judgement, understanding the difference between an interesting backtest and a signal that is robust, scalable and realistically implementable.

You’ll be joining an environment where high-quality research, technology and data are central to the investment process, with significant scope to influence how new systematic strategies are developed.

This is a front-office research role focused on systematic equities, alpha research and signal generation, working with large and complex datasets to identify, test and ultimately implement new investment ideas.

You’ll work closely with senior investment professionals across the full research lifecycle, from initial hypothesis and data exploration through to modelling, backtesting, portfolio analysis and implementation.

You’ll be responsible for:

• Researching and developing new alpha signals and systematic equity strategies


• Working with large, complex and alternative datasets to identify predictive relationships


• Building and testing quantitative and statistical models


• Applying machine learning and statistical-learning techniques to investment research


• Developing robust backtesting and research frameworks


• Assessing signals across transaction costs, turnover, capacity and changing market regimes


• Supporting portfolio construction and the progression of successful research towards implementation


• Developing and improving Python-based research tools


• Working closely with experienced Quant Researchers, Portfolio Managers and Engineers

Ideally, you’ll have:

• 3-7 years’ professional experience within Quantitative Research, systematic investing or quantitative trading


• Previous exposure to systematic equities and/or equity alpha research


• Strong Python programming capability


• Excellent foundations in statistics, mathematics and quantitative modelling


• Experience across alpha research, signal generation and/or predictive modelling


• Knowledge of machine-learning techniques applied to financial data


• Experience working with large, complex and/or alternative datasets


• A strong understanding of backtesting and robust research methodology


• Exposure to statistical arbitrage or systematic trading strategies would be highly advantageous

A Master’s or PhD in Statistics, Mathematics, Computer Science, Physics, Machine Learning or another highly quantitative discipline would be highly relevant.