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For Companies At a Glance
- Tasks: Research and develop alpha signals in global equity markets with a focus on statistical arbitrage.
- Company: Join a leading $26 billion hedge fund with a dynamic new Portfolio Management team.
- Benefits: Enjoy competitive salary, performance bonuses, and flexible working arrangements.
- Why this job: Be part of a high-impact team at a world-class firm with entrepreneurial energy and top-tier resources.
- 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.
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 hedge fund industry, especially those involved in quantitative research. Attend relevant conferences or meetups to connect with potential colleagues and learn about the latest trends in statistical arbitrage.
✨Tip Number 2
Showcase your expertise in Python by contributing to open-source projects or creating your own portfolio of quantitative models. This will not only demonstrate your skills but also give you practical experience that can be discussed during interviews.
✨Tip Number 3
Stay updated on the latest research and developments in equity market microstructure and statistical arbitrage. Reading academic papers and industry reports can provide you with insights that may set you apart from other candidates.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving and coding challenges related to quantitative finance. Familiarise yourself with common algorithms and statistical methods used in equity research to boost your confidence.
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. Emphasise your proficiency in Python and any familiarity with C++ or other relevant languages.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the opportunity to work within a newly established Portfolio Management team. Mention specific experiences that demonstrate your ability to develop alpha signals and conduct rigorous backtesting.
Showcase Relevant Projects: If you have worked on projects involving medium-frequency trading or market-neutral strategies, be sure to include these in your application. Detail your contributions and the outcomes of these projects to illustrate your expertise.
Highlight Your Academic Background: Given the advanced degree requirement, ensure you clearly state your qualifications in a quantitative discipline. Discuss any relevant coursework or research that aligns with the responsibilities of the Quantitative Researcher role.
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 you have with C++ or other research languages. Be prepared to discuss specific projects where you've applied these skills, especially in the context of statistical arbitrage and backtesting.
✨Demonstrate Your Understanding of Market Microstructure
Since the role requires a solid understanding of equity market microstructure, be ready to explain how this knowledge has influenced your previous work. Discuss any experiences where you had to consider execution strategies and their impact on model performance.
✨Prepare for Technical Questions
Expect to face technical questions related to statistical arbitrage, mean-reversion, and risk analysis. Brush up on relevant concepts and be ready to solve problems on the spot, as this will demonstrate your analytical thinking and problem-solving abilities.
✨Discuss Your Research Process
Be prepared to walk through your research methodology, from identifying alpha signals to backtesting and iterating on models. This will show your potential employer that you have a structured approach to quantitative research and can adapt to changing market conditions.
