Senior Quantitative Researcher in Slough

I’m partnering with a globally recognised, fully systematic multi-strategy hedge fund that has built one of the most advanced quantitative research platforms in the industry. The firm is known for its deep technology culture, multi-asset expertise, and long-term track record deploying cutting-edge statistical and machine learning techniques across global markets.

The equities business is one of the firm’s top-performing divisions, spanning statistical arbitrage, medium-frequency alpha, cross-sectional modelling, and large-scale prediction systems supported by world-class engineering, data, and compute infrastructure.

They are now looking to hire a Senior Quantitative Researcher to help drive next-generation alpha research within their global equities group.

The successful candidate will have the following:

• 5–12+ years of experience in systematic equity research at a hedge fund, prop firm, or quantitative asset manager
• Strong track record of alpha generation in cross-sectional / stat-arb / medium-frequency equities
• Deep expertise in statistics, machine learning, or optimization
• Advanced programming skills in Python and/or C++
• Experience working with large-scale datasets and modern research workflows
• PhD or MSc in a quantitative discipline (Mathematics, CS, Statistics, Physics, Engineering, etc.)

If there is interest here, apply, and a consultant will contact you shortly.