Quantitative Researcher in London

Quantitative Researcher in London

London Full-Time 43200 - 72000 ÂŁ / year (est.) No home office possible
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At a Glance

  • Tasks: Research and implement systematic alpha models in macro and rates markets.
  • Company: Global multi-manager investment platform with a data-driven culture.
  • Benefits: Competitive salary, collaborative environment, and opportunities for professional growth.
  • Why this job: Join a high-performing team and make an impact in global finance.
  • Qualifications: Proven track record in systematic research and proficiency in Python or C++.
  • Other info: Ideal for independent thinkers eager to scale their expertise.

The predicted salary is between 43200 - 72000 ÂŁ per year.

A global multi‑manager investment platform is expanding its Systematic Macro & Rates capabilities and is seeking a Systematic Quant Researcher to join a high‑performing, data‑driven team. The group runs quantitative strategies across global rates markets — from curve relative value to cross‑market macro factors — leveraging deep research, alternative data, and scalable infrastructure. This is a hands‑on role for a researcher eager to develop and deploy systematic strategies within a collaborative and well‑capitalised environment.

Key Responsibilities

  • Research, design, and implement systematic alpha models across rates and macro instruments.
  • Develop and enhance signal generation, feature engineering, and model validation pipelines.
  • Collaborate with engineering and data teams to productionise research and improve trading efficiency.
  • Conduct deep‑dive analysis into market microstructure, carry/curve dynamics, and macroeconomic drivers.
  • Optimize portfolio construction, risk budgeting, and execution to maximise Sharpe and scalability.

Core Skills & Experience

  • Proven live track record of systematic alpha generation in macro or rates markets.
  • Experience managing or contributing to strategies with >$200 m AUM and Sharpe >1.5.
  • Strong research background in fixed income, yield curve modelling, cross‑country RV, or macro factor modelling.
  • Proficiency in Python and/or C++, with experience building scalable research and production frameworks.
  • Solid grasp of portfolio optimisation, transaction cost modelling, and execution strategy design.
  • Advanced degree (MSc/PhD) in a quantitative field — Mathematics, Physics, Computer Science, or related discipline.
  • Independent thinker with a collaborative mindset and an interest in scaling alpha within a global platform.

Seniority Level Mid‑Senior level

Employment Type Full‑time

Relevant Areas Finance – Investment Management, Capital Markets, and Investment Banking

If you have a verifiable track record in systematic macro or rates research and are looking to scale within a high‑performing global team, we’d like to hear from you.

Quantitative Researcher in London employer: HWTS Global

Join a leading global multi-manager investment platform in London, where innovation meets collaboration. As a Systematic Quant Researcher, you'll thrive in a dynamic work culture that prioritises data-driven decision-making and offers ample opportunities for professional growth. With access to cutting-edge resources and a commitment to fostering talent, this role provides a unique chance to make a significant impact in the macro and rates markets.
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Contact Detail:

HWTS Global Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quantitative Researcher in London

✨Tip Number 1

Network like a pro! Reach out to professionals in the finance and investment management sectors, especially those who work with systematic strategies. Attend industry events or webinars to make connections that could lead to job opportunities.

✨Tip Number 2

Show off your skills! Create a portfolio showcasing your quantitative research projects, especially those related to macro or rates markets. This will give potential employers a taste of what you can bring to their team.

✨Tip Number 3

Prepare for interviews by brushing up on your technical knowledge. Be ready to discuss your experience with Python or C++, and how you've applied these skills in real-world scenarios. Practice explaining complex concepts in simple terms.

✨Tip Number 4

Don’t forget to apply through our website! We’re always on the lookout for talented individuals like you. Make sure your application stands out by tailoring it to highlight your relevant experience in systematic alpha generation.

We think you need these skills to ace Quantitative Researcher in London

Systematic Alpha Generation
Research Design
Signal Generation
Feature Engineering
Model Validation
Market Microstructure Analysis
Portfolio Optimisation
Transaction Cost Modelling
Execution Strategy Design
Python
C++
Scalable Research Frameworks
Collaboration
Quantitative Analysis

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience in systematic alpha generation and any relevant projects you've worked on. We want to see how your skills align with the role, so don’t be shy about showcasing your achievements!

Craft a Compelling Cover Letter: Your cover letter is your chance to tell us why you're the perfect fit for our team. Share your passion for quantitative research and how your background in macro or rates markets can contribute to our success. Keep it engaging and personal!

Showcase Your Technical Skills: Since proficiency in Python and/or C++ is key, make sure to mention any relevant projects or experiences where you’ve used these languages. We love seeing practical examples of how you've built scalable research frameworks!

Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows us you’re keen to join our team!

How to prepare for a job interview at HWTS Global

✨Know Your Numbers

As a Quantitative Researcher, you’ll need to demonstrate your understanding of systematic alpha generation. Brush up on your past projects and be ready to discuss specific metrics, like Sharpe ratios and AUM figures. This shows you’re not just theoretical but have practical experience.

✨Showcase Your Coding Skills

Since proficiency in Python and/or C++ is crucial, prepare to discuss your coding experience. Bring examples of how you've built scalable research frameworks or model validation pipelines. If possible, practice coding problems related to finance to showcase your technical prowess.

✨Understand Market Dynamics

Dive deep into the macroeconomic factors and market microstructure relevant to the role. Be prepared to discuss how these elements influence your research and model design. Showing that you can connect theory with real-world applications will impress your interviewers.

✨Collaborative Mindset

This role emphasises collaboration with engineering and data teams. Prepare examples of how you’ve successfully worked in teams before, especially in high-pressure environments. Highlight your ability to communicate complex ideas clearly and work towards common goals.

Quantitative Researcher in London
HWTS Global
Location: London
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  • Quantitative Researcher in London

    London
    Full-Time
    43200 - 72000 ÂŁ / year (est.)
  • H

    HWTS Global

    50-100
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