£120000 GBP

50000 - 70000

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

My client prides itself on research and collaboration, with an environment where teams of researchers and portfolio managers work very closely with each other. Having initially focused on the cash equities space, their strong performances since inception have allowed them to expand operations. They no longer focus on a specific asset class, operating in markets globally and deploying a wide range of strategies and frequencies. Their main offices are in London, Paris, New York, Hong Kong and Singapore. The team hiring, have a particular focus on AI/ML methods for Research and Trading, and as such as keen to speak with experience AI and ML Researchers and Engineers from other Hedge Funds or Tech firms, who are interested in working closer to Research.

The Role

As a Quantitative Researcher key responsibilities will include utilising datasets to identify trends and patterns in the markets. You will apply data-driven techniques, including feature engineering, predictive modelling, and machine learning algorithms, to enhance signal generation and improve strategy robustness. Successful research will be translated into production-ready systematic trading strategies, where you will monitor performance, analyse results, and continuously refine models using new data and insights. Outside of strategy research, you will contribute to portfolio optimisation by developing advanced models, analytical tools, and AI-driven frameworks to assess risk, performance attribution, and portfolio behaviour. You will help build scalable research infrastructure and quantitative solutions that enable the team to make more informed, data-driven investment decisions.

Benefits

• Competitive compensation package.
• Flat meritocratic structure and collaborative culture.
• Opportunity to invest in internal fund.
• Excellent scope to progress within the firm.
• Exposure to working with various types of strategies and asset classes.

Requirements.

• Strong hands on experience using Python. Experience using C++ or Java is a plus.
• Previous successful candidates had worked at top franchises at leading Investment Banks or Hedge Funds.
• Experience in pricing or modelling would be preferable. Experience in alpha research and signal/strategy development would be a plus.
• Completed or working towards a Master's Degree in a Quantitative discipline such as; Maths, Computer Science, Statistics, Physics or Electrical Engineering.

VISA Sponsorship is available.