Quantitative Researcher – Equity Strategies (Mid to High Frequency)

About the role

We are seeking a hands‑on Quantitative Researcher to develop and enhance equity‑focused strategies that operate from mid‑frequency to high‑frequency. Based in London, you will work closely with traders and engineers to translate complex market data into actionable models.

Key responsibilities

• Design, implement and back‑test quantitative equity strategies across multiple time‑frames.
• Analyse large, noisy datasets to extract predictive signals.
• Collaborate with trading and technology teams to integrate models into production systems.
• Continuously monitor strategy performance and refine models based on market feedback.

Required profile

• Minimum two years of experience in quantitative research or trading.
• Advanced degree (MSc or PhD) in mathematics, physics, computer science, statistics or a related quantitative discipline.
• Strong analytical mindset with attention to detail and patience in problem solving.

Required skills

• Proficient in Python and familiar with data‑science and machine‑learning libraries (e.g., pandas, NumPy, scikit‑learn, TensorFlow).
• Experience handling large, noisy financial datasets.
• Knowledge of C++ or other low‑level, high‑performance programming languages is a plus.