Quantitative Researcher

The client is a successful and well established Systematic Hedge Fund with offices in London, Paris, New York and Singapore. They have been very successful in the HFT/Intraday Equities space, but recently have expanded into UHFT with teams working on satellite/FPGA technologies, as well as longer-term investment style strategies. They are actively hiring Quantitative Researchers for multiple Equities, FX and Futures teams. Responsibilities Research and analyse large datasets, extracting patterns and trends. Gather insights to build and deploy systematic trading strategies. Monitor performance and behaviour of existing strategies, looking to enhance where possible. Collaborate with other Quantitative Researchers on wider team projects. Contribute to Quantitative frameworks and infrastructure used by the team and firm. Requirements Strong proficiency in Python Experience with C++ is a plus, but not a hard requirement. Preferable experience in alpha research/signal generation, or worked on systematic trading strategy development. Deep understanding of data science practices e.g. feature engineering and signal combining. Bachelor's degree or higher in a Quantitative discipline e.g. Maths, Computer Science, Engineering, Physics, or Statistics. Compensation Competitive base salary. Offers can include a sign-on/guaranteed bonus. More information to be disclosed on first call. VISA Sponsorship is available.

Location: London, GB

Posted Date: 5/12/2025