My client, a leading global hedge fund with a strong track record in systematic investing, is looking to hire a Quantitative Researcher to join their London-based team. This is a unique opportunity to work on cutting-edge systematic equities strategies within a collaborative and research-driven environment.
The ideal candidate will bring a solid technical foundation and prior experience in the quantitative finance space, whether from another hedge fund, proprietary trading firm, or a front-office role in investment banking. A strong background in statistical arbitrage is essential, and exposure to machine learning techniques is a strong bonus.
Key Responsibilities- Conduct research and development of alpha-generating systematic equities strategies, with a focus on statistical arbitrage.
- Analyze large, complex datasets to uncover new trading signals and improve existing models.
- Apply machine learning methods to improve predictive power and ensure robustness of strategies.
- Perform rigorous backtesting and optimization using a Python-based infrastructure.
- Collaborate closely with portfolio managers, data scientists, and technologists to deploy strategies into production.
- Prior experience (3+ years) in a quantitative research or trading role at a hedge fund, prop trading firm, or investment bank (front office).
- Advanced degree in a quantitative field such as Mathematics, Computer Science, Physics, Engineering, or Statistics.
- Deep understanding of systematic equity investing and statistical arbitrage frameworks.
- Proficient in Python for research and prototyping - experience with ML libraries (e.g., scikit-learn, TensorFlow, XGBoost) is a strong plus.
- Strong mathematical and statistical skills, with a keen eye for detail and performance optimization.
- Comfortable working independently and as part of a dynamic, fast-paced team.
- Opportunity to join a high-calibre team at a prestigious global hedge fund.
- Exposure to leading-edge research, infrastructure, and proprietary data.
- Competitive compensation package with strong performance incentives.
- A culture that values innovation, autonomy, and continuous learning.
Quantitative Researcher in London employer: Anson McCade
Join a prestigious global hedge fund in London, where innovation and collaboration drive success. As a Quantitative Researcher, you'll have the opportunity to work with cutting-edge technology and proprietary data, while enjoying a competitive compensation package and a culture that fosters continuous learning and professional growth.
