Junior Quantitative Analyst – Algorithm Development

About the role

This position supports a quantitative research team developing algorithms that predict equity price movements and construct data‑driven portfolios. As a junior member you will initially assist senior analysts and, after a period, take ownership of model design and implementation.

Key responsibilities

• Assist in the development and testing of predictive algorithms for equity markets.
• Help build and maintain quantitative portfolios based on signal generation.
• Collaborate with senior researchers to refine model performance and risk metrics.
• Prepare documentation and reports on model outcomes and data sources.

Required profile

• PhD in a hard science (e.g., mathematics, physics, engineering) from a UK university.
• Strong background in time‑series analysis, statistics, digital signal processing, reinforcement learning, or applied mathematics.
• Demonstrated interest in quantitative equity strategies and market/fundamental data.

Required skills

• Proficient programming in Python, C++ or Matlab.
• Experience with time‑series analysis and statistical modelling.
• Knowledge of digital signal processing (DSP) techniques.
• Understanding of reinforcement learning concepts.
• Applied mathematics expertise.