Lead Quantitative Researcher - Hedge Fund

Statera Talent; Greater London; On-site; GBP 110,000 - 160,000; Full time

Job summary

Statera Talent Ltd. in London seeks an experienced quantitative researcher to lead systematic macro research for a boutique hedge fund. You will own the full model flow from hypothesis to production, collaborating with portfolio managers and building the research infrastructure.

The role involves designing and deploying alpha signals, applying ML techniques, and hiring in 2027, with full UK working eligibility. A startup environment with growth potential awaits.

Qualifications

• Minimum 5 years in a buy side systematic macro quantitative research role.
• Experience working closely with portfolio managers.
• Desire to work in a start up environment.
• Strong Python coding.

Responsibilities

• Design, test and deploy systematic alpha signals from hypothesis through production.
• Contribute to portfolio construction and optimisation, including weighting schemes, risk controls, and regime-aware sizing.
• Build and maintain research and production infrastructure, data pipelines, backtesting and execution tooling.
• Apply ML methods, including agentic AI, to signal generation, feature engineering and research workflows.
• Hire and grow the quantitative research team.

Skills

Python

Quantitative research

Portfolio collaboration

Start-up mindset

Tools

Pandas

NumPy

Backtesting

Job description

Statera Talent is recruiting an experienced quantitative researcher for a systematic macro boutique hedge fund in London.

Reporting directly to the founder, you'll lead quantitative research and will hire additional staff in 2027. You will research, build and deploy alpha signals. You will have ownership of the full model flow from hypothesis to production, working across signal research, ML, portfolio construction and infrastructure.

Key Responsibilities:

• Design, test and deploy systematic alpha signals from hypothesis through production.
• Contribute to portfolio construction and optimisation, including weighting schemes, risk controls, and regime-aware sizing.
• Build and maintain research and production infrastructure, data pipelines, backtesting and execution tooling.
• Apply ML methods, including agentic AI, to signal generation, feature engineering and research workflows.
• Hire and grow the quantitative research team.

Required Experience:

• Minimum 5 years in a buy side systematic macro quantitative research role.
• Experience working closely with portfolio managers.
• Desire to work in a start up environment.
• Strong Python coding.

Full UK working eligibility required.

This is a rare opportunity to join a growing fund at an early stage.