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.