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This job expired on 26/09/2026. It no longer accepts applications.
Cross Asset Quant Systematic Researcher – London
Employeur non precise · London
Job description
About the role
This position focuses on systematic quantitative macro investing across multiple asset classes. You will research, develop, and monitor quantitative trading strategies while supporting client data requests and marketing activities.
Key responsibilities
- Research and design systematic trading strategies for equity, macro, and multi‑asset portfolios.
- Monitor live trading models, analyse performance, and communicate results to senior quants.
- Identify and evaluate alternative data sets to generate new strategy ideas.
- Back‑test, implement, and maintain newly developed models.
- Assist with data‑driven client requests and contribute to marketing materials.
Required profile
- 3–4 years of quantitative experience across multiple asset classes.
- Strong background in financial markets, macroeconomics, or data science.
- Advanced degree (Master’s or PhD) in Economics, Econometrics, Data Science or related field.
- Experience presenting research to institutional investors is a plus.
Required skills
- Proficiency in Python.
- Proficiency in R.
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Employeur non precise
London
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