Quantitative Researcher

About the role

We are looking for a Quantitative Researcher to join a global investment management firm in Central London. The role focuses on developing systematic equity market strategies through rigorous research and data‑driven analysis.

Key responsibilities

• Conduct innovative research to uncover systematic anomalies in equity markets.
• Generate alpha ideas, process large datasets, back‑test strategies, optimise models and implement them in production.
• Identify and evaluate new data sources to improve stock‑return predictions.
• Maintain and enhance the portfolio trading system in a live environment.

Required profile

• MS or PhD in physics, engineering, statistics, applied mathematics, quantitative finance or a related quantitative discipline.
• Strong foundation in applied statistics, linear algebra and time‑series modelling.
• Ability to clean, format and manipulate large raw data sets efficiently.
• Good knowledge of financial markets and a commitment to high ethical standards.

Required skills

• Proficiency in Python programming.

What we offer

• Competitive total remuneration (£150,000 base plus up to £100,000 performance bonus).
• Permanent contract with onsite work in Central London.
• Opportunity to work with cutting‑edge trading platforms and large‑scale data infrastructure.