Quantitative Researcher - Equity MFT

London Full-Time No home office possible

Direct message the job poster from Selby Jennings

A leading hedge fund continues to improve their returns on their $28bn of assets through expansion in their core systematic equities business. More details below.

Key Responsibilities

Develop and enhance equity trading strategies using statistical and machine learning techniques.
Conduct alpha research, backtesting, and optimization to improve portfolio performance.
Analyze large datasets to uncover actionable insights and inefficiencies in equity markets.
Collaborate with portfolio managers, traders, and developers to implement research findings.
Continuously refine models and signals to adapt to changing market conditions.

Requirements

PhD or Master\’s in a quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.).
Proven experience in equity markets, ideally within a hedge fund, asset manager, or proprietary trading firm.
Strong programming skills in Python, R, or C++, with experience in numerical computing and data analysis.
Deep understanding of statistical modelling, machine learning, and time-series analysis.
Familiarity with market microstructure, factor models, and portfolio optimization.
A results-driven mindset with a passion for systematic investing and alpha generation.

If you are interested please reach out to harry.moore(at)selbyjennings.com