Junior Quantitative Researcher – Systematic Strategies

About the role

Join a leading systematic investment team in London as a Junior Quantitative Researcher. You will work side‑by‑side with portfolio managers and senior researchers, contributing to live trading strategies from day one.

Key responsibilities

• Develop and evaluate predictive signals using large, complex datasets.
• Design and run robust backtests across multiple asset classes and time horizons.
• Explore new modelling approaches, including statistical and machine‑learning techniques.
• Collaborate with senior researchers and developers to translate ideas into production‑ready code.
• Help improve research infrastructure and data workflows.

Required profile

• Master’s graduate from a leading university with internship experience in quant research, trading or data science, OR a PhD (2025‑2026) in a highly quantitative discipline.
• Strong grounding in mathematics, statistics, physics, computer science or a related field.
• Methodical, research‑oriented mindset with great attention to detail.
• Genuine interest in financial markets and systematic trading.

Required skills

• Proficient programming in Python (C++ or similar a plus).
• Experience cleaning, analysing and extracting signals from large datasets.
• Knowledge of statistical modelling and machine‑learning techniques.
• Ability to design and execute backtests.

What we offer

• Direct exposure to live trading strategies early in your career.
• Highly collaborative, intellectually rigorous team culture.
• Merit‑based environment where strong ideas are quickly recognised.
• Clear progression path into a long‑term research career in systematic investing.