Role : Quant Researcher Systematic Strategies
Location: London (Hybrid, 2-3 Days WFH)
Salary: £200,000/£300,000 + Bonus + Research Budget
Systematic Hedge Fund | Alpha Signal Generation | Academic Environment | High Autonomy
Were partnered with a niche quant hedge fund specialising in systematic equity strategies across developed markets. Their team of PhD-level researchers and technologists operate in a low-politics, high-impact culture with minimal layers of bureaucracy ideal for sharp minds that want to move fast.
Theyre hiring a Quantitative Analyst with strong modelling, time-series analysis, and equities exposure. Youll work side-by-side with PMs and software engineers to uncover new sources of alpha and bring them into production.
Expect a flat structure, tons of autonomy, and a real path to owning your own book.
Key Responsibilities Include:
Build predictive signals using market data, fundamentals, and alt-data
Conduct rigorous backtests and performance attribution
Present findings to PMs and collaboratively deploy strategies
Explore portfolio construction and factor models across equities
What Were Looking For:
25 years quant experience in equities (buy-side preferred)
MSc or PhD in Maths, Statistics, Physics, or Computer Science
Strong skills in Python (Pandas, Numpy, Statsmodels), SQL and Git
Curiosity, research depth, and a bias toward shipping live ideas
Exclusive Benefits:
£190K+ base salary + discretionary performance bonus
Hybrid work model with flexible hours
Direct line to PM mentorship and strategy ownership
Dedicated R&D budget for data acquisition and tooling
Flat, non-political culture focused on performance and innovation
If you're an intellectually curious quant with a passion for markets and impact, send your CV today well be in touch straight away.
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