Quant Researcher – Systematic Fund (All Levels)

About the role

We are seeking quantitative researchers to join a leading systematic fund in London. The role offers the freedom to develop and test systematic futures strategies across intraday to multi‑day horizons, working closely with a collaborative research team.

Key responsibilities

• Design, implement and back‑test systematic trading strategies on global futures markets.
• Conduct deep market‑behaviour research and generate new ideas across a broad spectrum of topics.
• Collaborate with senior researchers to shape the foundational research agenda of the fund.
• Maintain rigorous documentation and performance analysis of all research outputs.

Required profile

• Minimum three years of buy‑side experience in quantitative research.
• Proven experience with systematic strategies on global futures (intraday to several‑day holding periods).
• Strong curiosity about market dynamics and a broad research interest (excluding single‑stock work).
• Motivation to stay in a research‑focused role rather than transition to portfolio management.

Required skills

What we offer

• High degree of autonomy to explore and develop your own ideas.
• Freedom to research across a wide range of topics within a supportive team.
• Competitive compensation and a broad mandate within a leading systematic fund.