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- Tasks: Develop and test investment strategies while collaborating with a dynamic team.
- Company: Join a prop-trading company that blends startup agility with hedge fund resources.
- Benefits: Enjoy 35 days of vacation, 100% paid sick leave, and top-tier equipment.
- Why this job: Be part of an innovative culture where your ideas drive real impact.
- Qualifications: 3-7 years in quantitative research; Master's or PhD in a quantitative field required.
- Other info: Flexible work environment with mental health support and opportunities for professional growth.
The predicted salary is between 43200 - 72000 £ per year.
Quantitative Researcher (Hedge Fund, Institutional branch)
Quantitative Researcher (Hedge Fund, Institutional branch)
2 days ago Be among the first 25 applicants
We are a prop-trading company that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies, and working with us means not just advancing technology, but also being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential.
We are seeking a specialist with proven experience in Quantitative Research.
What You\’ll Be Doing:
- Developing and testing investment hypotheses within the constraints of risk management
- Building models for evaluation, decomposition, and forecasting of returns and risks across various asset classes (equities, rates, credit, commodities)
- Enhancing existing factor models and designing new alpha-beta / gamma-vega strategies
- Participating in portfolio optimization processes, taking into account transaction costs, position constraints, and regulatory requirements
- Performing attribution analysis, stress testing, performance decomposition, and preparing reports for the Investment Committee
- Collaborating with the execution team to deploy models into production, including monitoring and managing model deviations
Requirements
Experience:
- 3-7 years of experience at multi-asset hedge funds, asset management firms, or in quantitative research at investment banks
- Proven track record of implementing live trading strategies with a long-term Sharpe ratio > 1.5
- Hands-on experience working with execution constraints, market impact models, and transaction cost modeling
- Participation in institutional investment processes (e.g. investment committee meetings, risk management, compliance)
Skills & Education:
- Deep knowledge of statistics and probability theory, including copulas, regime-switching models, etc
- Experience building risk models (e.g. factor models, volatility forecasting, CVaR)
- Strong expertise in the alpha research pipeline — from idea generation to production deployment
- Proficient in Python (Pandas, NumPy, SciPy, etc.); C++ or Rust is a strong plus
- Understanding of portfolio optimization with both linear and nonlinear constraints
- Experience working with alternative data in a structured due diligence framework
- Master\’s or PhD in a quantitative field (Physics, Mathematics, Computer Science, or related disciplines)
- Languages: Russian, English
Nice to have:
- Understanding of options pricing models, hedging
- Experience with machine learning, deep learning, or reinforcement learning (ML/DL/RL) techniques
- Strong communication skills, with the ability to explain complex technical ideas to both technical and non-technical stakeholders
Benefits
- Culture of Innovation: An open, dynamic, and inclusive environment where your ideas matter
- Flexibility & Impact: Enjoy the freedom of a startup with the backing of a well-resourced fund
- High Impact: Work directly on projects that shape strategies and drive the fund\’s success
- 35 Days of Vacation – Plenty of time to rest and recharge
- 100% Paid Sick Leave – Recover without financial worries
- Top-Tier Equipment – Choose the tools that suit you best (within budget)
- Corporate Psychologist – Mental health support when you need it
Seniority level
-
Seniority level
Mid-Senior level
Employment type
-
Employment type
Full-time
Job function
-
Job function
Research
-
Industries
IT Services and IT Consulting
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Quantitative Researcher (Hedge Fund, Institutional branch) employer: ALT Fund
Contact Detail:
ALT Fund Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher (Hedge Fund, Institutional branch)
✨Tip Number 1
Network with professionals in the hedge fund and quantitative research space. Attend industry conferences, webinars, or local meetups to connect with potential colleagues and learn about the latest trends and opportunities.
✨Tip Number 2
Showcase your technical skills by contributing to open-source projects or creating your own portfolio of quantitative models. This demonstrates your hands-on experience and ability to apply your knowledge in real-world scenarios.
✨Tip Number 3
Prepare for interviews by brushing up on your understanding of risk management and portfolio optimisation techniques. Be ready to discuss how you've applied these concepts in previous roles, especially in relation to transaction costs and market impact.
✨Tip Number 4
Familiarise yourself with the specific tools and technologies mentioned in the job description, such as Python libraries like Pandas and NumPy. Being able to speak confidently about your experience with these tools can set you apart from other candidates.
We think you need these skills to ace Quantitative Researcher (Hedge Fund, Institutional branch)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative research, particularly in hedge funds or asset management. Emphasise your hands-on experience with trading strategies and risk management.
Craft a Strong Cover Letter: In your cover letter, explain why you are passionate about quantitative research and how your skills align with the company's goals. Mention specific projects or achievements that demonstrate your expertise in model building and portfolio optimisation.
Showcase Technical Skills: Clearly list your technical skills, especially your proficiency in Python and any experience with C++ or Rust. Highlight your knowledge of statistics, probability theory, and any machine learning techniques you've applied in your work.
Prepare for Technical Questions: Be ready to discuss your previous projects in detail, particularly those involving model development and performance analysis. Prepare to explain complex concepts in a way that is understandable to both technical and non-technical audiences.
How to prepare for a job interview at ALT Fund
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with statistical models and quantitative research. Highlight specific projects where you've developed or tested investment hypotheses, and be ready to explain the methodologies you used.
✨Demonstrate Your Technical Proficiency
Since proficiency in Python is crucial for this role, ensure you can discuss your experience with relevant libraries like Pandas and NumPy. If you have experience with C++ or Rust, mention it as a strong plus.
✨Prepare for Technical Questions
Expect questions related to risk management, portfolio optimisation, and transaction cost modelling. Brush up on your knowledge of these areas and be ready to provide examples from your past work.
✨Communicate Clearly
Strong communication skills are essential, especially when explaining complex ideas to non-technical stakeholders. Practice articulating your thoughts clearly and concisely, focusing on how your work impacts the broader investment strategy.
