Quantitative Researcher, Systematic Equities

Overview

In this role you will contribute to alpha research for systematic equity strategies, building predictive models from diverse datasets and deploying them into the investment process. You work closely with the SPM to generate ideas, backtest and implement models, and develop Python tools to support research. The environment is collaborative, fast-paced, and tech-driven, offering opportunities to grow with a leading systematic trading team in London. You will help shape evidence-based strategies and leverage machine learning to improve performance.

Responsibilities

• Idea generation, data gathering and analysis for systematic equity strategies
• Model implementation and backtesting of alpha signals
• Develop and maintain Python-based research tools and libraries
• Write modular, scalable code on a large codebase
• Collaborate with the SPM and broader investment process in a transparent environment

Key requirements

• Strong Python programming and experience with Python-based tools in a fast-changing environment
• Masters or PhD in a quantitative field (e.g., Computer Science, Applied Mathematics, Statistics)
• Excellent communication, analytical and quantitative skills
• 3+ years in cash equities alpha research
• 3+ years in equity alpha capture and flow research
• 3+ years in equity intraday trading
• Experience with alternative data sources and strong economic intuition
• Product experience in statistical arbitrage; ML-based alphas valued

• Excellent communication
• Analytical thinking
• Critical thinking
• Python
• Machine learning
• Statistical learning

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