London (Hybrid)

Join a top-tier systematic hedge fund as a dynamic and innovative Quantitative Researcher. In this role, you'll lead your own research initiatives, exploring all dimensions of trading—from uncovering alpha signals to enhancing portfolio construction and execution. You'll collaborate with industry leaders and engage with cutting-edge developments in quantitative finance, directly influencing impactful trading strategies.

Essential Skills and Experience

• Proven experience conducting detailed quantitative research, particularly in futures or cash equity markets.
• A solid educational foundation with a degree in a quantitative discipline from a top-tier institution.
• Familiarity with both linear and non-linear machine learning techniques.
• Proficient in handling large datasets and deriving actionable insights from complex data.
• Competency in at least one of Python, Java, C, or C++.
• Strong ability to articulate complex concepts in a straightforward and concise way.

Your Role

• Conducting in-depth quantitative research into the behaviour of liquid financial markets
• Developing and back-testing novel and innovative alpha signals
• Customizing and tuning machine learning algorithms to optimize alpha accuracy
• Improving trading logic through experimentation and optimization
• Engaging in peer-review of research from across the team
• Working with technologists to improve the trading platform and infrastructure

Benefits

• Competitive compensation and a generous holiday allowance
• Various health and other flexible benefits
• Opportunities for continuous learning and development via coaching, mentoring, and regular conference attendance

If you’re passionate about tackling the intricate challenges of financial markets and driven by a desire to make a tangible impact, we invite you to apply now and join a high-performance, meritocratic culture where your contributions are recognised and rewarded.