Quant Researcher - Equities Systematic Trading - Hedge Fund

My client is a dynamic and fast moving Systematic Trading business headquartered in Mayfair, London. Their focus has traditionally been on low and mid-frequency Systematic Futures, FX & Rates, however they are now looking to expand their research into the Equities space.

They are looking for a strong Quantitative Researcher with in-depth experience of Systematic Equities.

What You’ll Get

• An opportunity to work in one of the most exciting Systematic trading businesses in the City.
• An opportunity to join a strong team with a very high talent density presenting lots of opportunity for learning and development.
• Incredible career progression opportunities with potential access to all areas of the business.
• A market leading compensation package including generous basic salary and annual bonus.
• Benefits including pension, private healthcare, life assurance and 25 days vacation.

What You’ll Do

• Conduct in-depth quantitative research to develop and enhance systematic equity strategies.
• Analyse large, complex datasets to identify predictive signals and market inefficiencies.
• Design, test, and validate alpha models using robust statistical and machine learning techniques.
• Collaborate with portfolio managers and engineers to implement strategies into production.
• Monitor and evaluate model performance, ensuring robustness and scalability.
• Stay current with academic research and industry developments in quantitative finance and equities markets.

What You’ll Need

• A Masters or PhD from a top-tier university in Mathematics, Statistics, Computer Science, or equivalent STEM degree.
• Solid experience in Equities Systematic Trading.
• Solid track record of trade idea generation, original research and strategy development.
• Proficiency in back-testing, simulation, and statistical techniques.
• Experience working with large datasets and data analysis tools.
• Strong programming skills in Python and/or C++.