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- Tasks: Research and develop alpha signals in global equity markets and enhance trading strategies.
- Company: Join a leading $26 billion hedge fund with a new Portfolio Management team in London.
- Benefits: Enjoy competitive salary, performance bonuses, flexible working, and access to top-tier resources.
- Why this job: Be part of a high-impact team with entrepreneurial energy and significant growth potential.
- Qualifications: 3+ years in quantitative research, strong Python skills, and an advanced degree in a quantitative field.
- Other info: Opportunity to work with cutting-edge tools and collaborate globally.
The predicted salary is between 43200 - 72000 £ per year.
A newly established Portfolio Management team at a leading $26 billion hedge fund is seeking a Quantitative Researcher with deep expertise in equity statistical arbitrage to join its growing London-based platform. Backed by significant capital and infrastructure, the group is building a cutting-edge equity stat arb strategy from the ground up. This is a rare opportunity to join a new team at a world-class firm, combining the entrepreneurial energy of a start-up build-out with the resources, scale, and stability of a top-tier global hedge fund.
Role Responsibilities
- Research and develop medium-frequency alpha signals within global equity markets.
- Conduct rigorous backtesting, performance attribution, and risk analysis of stat arb models.
- Work closely with Portfolio Managers and engineers to integrate signals into live trading strategies.
- Identify new data sources and features to enhance model performance and robustness.
- Continuously iterate on existing models to adapt to market conditions and uncover new sources of alpha.
Candidate Requirements
- Minimum 3 years of experience in equity-focused quantitative research, ideally within a stat arb or systematic equities strategy.
- Strong knowledge of statistical arbitrage, mean-reversion, and market-neutral modeling techniques.
- Proficiency in Python (required); familiarity with C++ or other research languages a plus.
- Comfortable working with large datasets and production-level backtesting frameworks.
- Solid understanding of equity market microstructure and execution considerations.
- Advanced degree (Master’s or PhD) in a quantitative discipline such as Statistics, Applied Math, Computer Science, or Physics.
- Availability to start within six months.
Why Apply
- Join a newly built PM group at a top-performing global hedge fund.
- Early seat on a high-impact, high-autonomy research team.
- Access to exceptional proprietary tools, datasets, and research infrastructure.
- Competitive base salary, strong performance-based bonuses, and long-term growth opportunity.
- London-based role with flexible working structure and collaboration across global offices.
For more information contact: thomas@pointonetalent.com
Quantitative Researcher employer: Point One - Hedge Fund Talent
Contact Detail:
Point One - Hedge Fund Talent Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher
✨Tip Number 1
Network with professionals in the quantitative finance space, especially those who have experience in equity statistical arbitrage. Attend industry conferences or webinars to connect with potential colleagues and learn about the latest trends in the field.
✨Tip Number 2
Familiarise yourself with the specific tools and technologies used in quantitative research, particularly those related to backtesting frameworks and data analysis. Being able to discuss your experience with these tools during interviews can set you apart from other candidates.
✨Tip Number 3
Stay updated on current market conditions and recent developments in equity markets. This knowledge will not only help you in interviews but also demonstrate your genuine interest in the role and the firm’s objectives.
✨Tip Number 4
Prepare to discuss your previous research projects in detail, focusing on your methodology, results, and how they relate to statistical arbitrage. Be ready to explain how your work can contribute to the new strategies being developed at the hedge fund.
We think you need these skills to ace Quantitative Researcher
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in equity-focused quantitative research, particularly in statistical arbitrage. Use specific examples of past projects or roles that demonstrate your expertise and skills relevant to the job description.
Craft a Strong Cover Letter: Write a cover letter that not only expresses your enthusiasm for the role but also outlines how your background aligns with the responsibilities listed. Mention your proficiency in Python and any experience with large datasets or backtesting frameworks.
Showcase Relevant Projects: If you have worked on any significant projects related to medium-frequency alpha signals or market-neutral strategies, be sure to include these in your application. Detail your contributions and the outcomes to illustrate your impact.
Highlight Your Academic Background: Since an advanced degree is required, ensure that your educational qualifications are prominently displayed. Include any relevant coursework or research that pertains to statistics, applied mathematics, or computer science, as this will strengthen your application.
How to prepare for a job interview at Point One - Hedge Fund Talent
✨Showcase Your Technical Skills
Make sure to highlight your proficiency in Python and any experience with C++ or other programming languages. Be prepared to discuss specific projects where you've applied these skills, especially in the context of statistical arbitrage and quantitative research.
✨Demonstrate Your Analytical Thinking
Prepare to discuss your approach to developing alpha signals and conducting backtesting. Use examples from your past work to illustrate how you analyse data and adapt models to changing market conditions.
✨Understand Market Microstructure
Familiarise yourself with equity market microstructure and execution considerations. Being able to articulate how these factors influence your research and model performance will show your depth of understanding in the field.
✨Ask Insightful Questions
Prepare thoughtful questions about the team’s strategy, tools, and data sources. This not only shows your interest in the role but also demonstrates your proactive mindset and eagerness to contribute to the team's success.
