Systematic Researcher – Hedge Fund (4-6 yrs experience)

About the role

We are seeking a Systematic Researcher to join a leading global hedge fund in London. The role focuses on developing and refining quantitative strategies across liquid asset classes such as equities, futures, FX, and rates.

Key responsibilities

• Design and execute end‑to‑end research on systematic investment strategies.
• Apply large‑scale datasets, machine‑learning techniques and advanced statistical models to identify persistent alpha sources.
• Collaborate closely with fellow researchers, portfolio managers and technologists in an integrative research culture.
• Iterate on signal construction, portfolio optimisation and risk‑model development using world‑class infrastructure.

Required profile

• 4–6 years of systematic research experience at a top collaborative hedge fund.
• Proven track record of delivering production‑ready alpha signals.
• Strong programming ability in Python or a comparable language.
• Comfort working with large, noisy data sets and a solid grounding in statistics, probability and time‑series analysis.
• Advanced degree (MSc or PhD) in a quantitative discipline is preferred but not mandatory.

Required skills

• Python (or similar)
• Machine‑learning techniques
• Statistical modelling
• Time‑series analysis

What we offer

• A high‑conviction, low‑politics team that values idea meritocracy.
• Access to institutional‑grade infrastructure and deep resources to scale ideas quickly.
• Significant upside and clear career progression for researchers who drive impact.