Radley James in London is seeking a Quantitative Researcher for a mid-frequency systematic equities pod in a leading global hedge fund. You will perform end-to-end alpha research, including signal development, data analysis, backtesting and evaluation of predictive signals, collaborating with the PM and quants to translate research into robust strategies.
The role requires strong programming skills (Python or similar) and a quantitative degree, with a hybrid working model and competitive
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Hybrid Quant Researcher, Systematic Equities & Alpha Signals employer: Radley James
As a leading proprietary trading firm in London, we pride ourselves on fostering a dynamic and innovative work culture that empowers our employees to excel in their roles. With a strong focus on digital asset markets and a commitment to investing in cutting-edge technology, we offer exceptional growth opportunities for C++ Quant Developers to collaborate closely with traders and researchers in a high-performance environment. Our emphasis on engineering quality and performance ensures that you will be part of a team that values your contributions and supports your professional development.
