At a Glance
- Tasks: Conduct quantitative research and develop models to enhance trading strategies.
- Company: Leading hedge fund with a focus on innovative research and systematic trading.
- Benefits: Competitive compensation, rapid career progression, and exposure to cutting-edge research.
- Other info: Collaborative environment with world-class professionals and continuous learning opportunities.
- Why this job: Join a high-performance team and make a real impact in financial markets.
- Qualifications: Strong Python skills and a passion for quantitative methods in finance.
The predicted salary is between 30000 - 40000 £ per year.
A leading hedge fund is seeking high‑calibre Junior Quantitative Researchers to join its growing research and systematic trading teams. This is an opportunity for academically exceptional individuals to work on real‑world alpha research, portfolio construction, and quantitative modelling within a high‑performance trading environment. The ideal candidates will bring strong analytical ability, deep technical skills, and a passion for applying quantitative methods to financial markets.
Key Responsibilities
- Conduct quantitative research to support alpha generation, signal development, and strategy enhancement.
- Analyse large, complex datasets to identify patterns, inefficiencies, and predictive relationships.
- Build, test, and optimise models using robust statistical and machine‑learning techniques.
- Develop research tools, backtesting frameworks, and data‑processing pipelines in Python.
- Collaborate with senior researchers, PMs, and data engineers to translate research into production‑ready models.
- Evaluate model performance, conduct sensitivity analysis, and contribute to continuous improvement of the research process.
- Stay current with academic literature, new modelling techniques, and emerging data sources.
Required Skills & Experience
- Strong Python programming skills, including experience with scientific libraries (NumPy, Pandas, SciPy, scikit‑learn).
- Solid understanding of probability, statistics, optimisation, and time‑series analysis.
- Experience working with large datasets and building analytical or modelling tools.
- Ability to think rigorously, test hypotheses, and communicate findings clearly.
- Strong problem‑solving mindset and intellectual curiosity.
- Ability to work in a fast‑paced, collaborative research environment.
- Experience with machine learning, signal research, or quantitative modelling.
- Exposure to financial markets, trading strategies, or portfolio optimisation.
- Familiarity with SQL, cloud computing, or distributed systems.
What you will get
- The opportunity to work alongside world‑class quants and PMs.
- Exposure to cutting‑edge research, datasets, and modelling techniques.
- A meritocratic environment with rapid learning and career progression.
- Competitive compensation aligned with performance and impact.
Junior Quant Researcher - Hedgefunds employer: Marlin Selection Ltd
Join a well-established financial services firm in London that values collaboration and employee growth. With a supportive work culture, you will benefit from a hybrid working model, excellent development opportunities, and the chance to gain diverse experience in both HR and Legal functions. This role not only offers a dynamic work environment but also encourages professional advancement in a thriving sector.
