We’re working with a leading global multi-strategy hedge fund launching a new pod and hiring two Quant Researchers to support a 6–12 month buildout. The focus of the pod is systematic Futures & FX, however asset class experience is not a limiting factor — the PM is primarily looking for strong research and engineering capability.
This is a hands-on opportunity to work directly with the PM in shaping research infrastructure, data pipelines, and alpha development from day one.
This role would suit either:
A Quant Developer looking to transition into a research-focused seat, or
An experienced Quant Researcher with strong coding skills, open to a high-impact build phase
Key Responsibilities
Partner directly with the PM to build and scale a new research platform
Develop production-grade research pipelines (data ingestion, cleaning, feature engineering)
Contribute to alpha research and signal development across liquid markets (Futures & FX focus)
Work across the full lifecycle: idea generation → backtesting → implementation
Help design and optimize robust, scalable infrastructure for systematic trading
Collaborate on data sourcing, including alternative datasets where relevant
Requirements
5+ years’ experience in a quant research or quant development role
Strong Python programming skills (essential), including Pandas / NumPy
Proven experience writing production-level code (beyond research prototypes)
Solid grounding in systematic strategies / quantitative modelling
Experience handling large datasets and building efficient data workflows
Strong academic background in a quantitative discipline (Maths, Physics, CS, Engineering)
Comfortable working in a buildout / fast-paced environment
Nice to Have
Experience in Futures, FX, or macro strategies (beneficial but not required)
Exposure to mid-frequency systematic trading
Experience with alternative data and feature engineering
Familiarity with cloud or distributed compute environments