Quantitative Researcher (1-3 years experience)

About the role

We are looking for a Quantitative Researcher with 1‑3 years of experience to join a leading global investment manager in Central London. The role involves developing and deploying systematic equity strategies that generate uncorrelated returns across global markets.

Key responsibilities

• Conduct end‑to‑end quantitative research to discover and validate alpha signals in global equity markets.
• Design, back‑test, optimise and implement systematic trading models in a production environment.
• Source, clean and integrate new data sets to improve predictive modelling.
• Monitor live strategies, analyse performance and maintain robust operational processes.
• Collaborate with traders, engineers and other researchers to enhance existing models and create new strategies.

Required profile

• Master’s degree or PhD in a quantitative discipline (e.g., Physics, Engineering, Statistics, Applied Mathematics, Quantitative Finance).
• Strong statistical foundation with knowledge of applied statistics, linear algebra and time‑series analysis.
• Experience handling large, complex data sets, including data cleaning and transformation.
• Demonstrated interest in financial markets and quantitative investing.

Required skills

• Proficient programming in Python, with ability to build efficient research tools.
• Applied statistics, linear algebra and time‑series analysis.
• Data manipulation and analysis of large datasets.

What we offer

• Competitive compensation package.
• Opportunity to work in a collaborative, research‑driven environment at a global investment manager.
• Central London office with state‑of‑the‑art technology infrastructure.