About Aspect Capital: Aspect Capital is an award-winning systematic hedge fund based in London. We manage over $9 billion of client assets. Our Research sits at the core of our investment process, playing a critical role in the success of our business.
The Role:
Our hypothesis-driven research spans a broad range of strategies, asset classes and markets across different regions, and supports multiple products across Trend Following, Absolute Return and Customised Solutions.
We are looking for a Quantitative Research Analyst with strong technical foundations to join us. You will work in a dynamic, collegiate, multi-disciplinary research team on projects spanning model development, portfolio construction, risk management and market access.
Key Responsibilities:
- Researching, developing and maintaining systematic investment models across a range of signals and asset classes
- Formulating and solving portfolio construction and optimisation problems
- Rigorous statistical analysis of diverse input data for systematic investment strategies, testing the robustness of results and recording assumptions and caveats
- Presenting findings and their limitations accurately
Your experience:
- A top-class undergraduate degree, and ideally an MSc or PhD, in a numerate discipline such as mathematics, statistics, physics, engineering, operations research or computer science
- 2–3 years of relevant working experience
- A strong understanding of core concepts in probability, statistics, linear algebra and machine learning, with the ability to reason from first principles rather than relying on black-box tools
- The ability to analyse and synthesise information to solve problems, question assumptions, challenge results constructively (including your own), test fundamentals, spot anomalies, and recognise when a result is too weak to act on and should be escalated
- A strong desire to learn and develop, and the curiosity and drive to tackle unfamiliar problems
- A background in optimisation is highly desirable, for example convex optimisation, linear and quadratic programming, or stochastic and numerical optimisation
- Hands-on experience applying machine learning methods such as gradient boosting, neural networks or regularised regression to noisy, non-stationary data, using scikit-learn, PyTorch or similar, is a plus, as is a solid grasp of overfitting, cross-validation and out-of-sample testing
- Strong programming ability in Python or MATLAB
- Clear oral and written communication, including the ability to explain complex issues simply
Quantitative Research Analyst in London employer: Aspect Capital
Aspect Capital is an exceptional employer located in the heart of London, offering a dynamic work culture that fosters innovation and collaboration. As a Senior Data Engineer, you will have access to cutting-edge technology and the opportunity for professional growth while working alongside talented quants and portfolio managers. The company prioritises employee development and provides a supportive environment where your contributions directly impact the success of the team and the organisation.
