Quantitative Research Scientist - Systematic Trading

eFinancialCareers; City Of London; Hybrid; GBP 120,000 - 210,000; Full time

Job summary

eFinancialCareers is partnering with a highly successful systematic investment firm to hire a Quantitative Research Scientist in London. The role focuses on research-led development, turning rigorous mathematical ideas into live investment strategies.

You will collaborate with researchers from maths, CS, physics and related fields, applying deep theory to real-world data. You will work across the research process, from developing new approaches to testing sources of alpha and producing robust

Qualifications

• PhD (or completion within a year) in a quantitative field.
• Outstanding academic record from a leading university.
• Evidence of research excellence and peer‑reviewed publications.
• Strong programming ability and production-grade coding skills.
• Excellent Python in Linux environments.

Responsibilities

• Develop new statistical and mathematical methods to extract signals from large datasets.
• Research and test sources of systematic alpha.
• Work with proprietary datasets and high-volume market events.
• Translate research ideas into robust production implementations.
• Peer-review research within the team and communicate results.

Skills

Python

C++

Mathematics

Statistics

Linux

Education

PhD

Tools

Git

Job description

We are working with a highly successful systematic investment firm looking to add an exceptionalQuantitative Research Scientist to its research team.

This is a genuinely research-led environment. You will work alongside researchers with doctoral and post-doctoral backgrounds in Mathematics, Computer Science, Physics and related disciplines, developing original quantitative ideas and taking the strongest of them all the way into live production.

The firm is looking for people who combinedeep mathematical ability, first-class research credentials and excellent programming skills . Previous experience in finance is not required.

The role

You will work across the full quantitative research process:

1. Develop new statistical and mathematical approaches to extracting signal from large, noisy datasets
2. Research and test new sources of systematic alpha
3. Work with proprietary datasets and infrastructure processingbillions of market events each day
4. Turn research ideas into robust production implementations
5. Challenge and peer-review research across the team
6. Investigate unconventional or "off-piste" ideas where there is a credible path to investment value
7. Work closely with other researchers throughout the research, validation and implementation process

Researchers are given both the infrastructure and intellectual freedom to pursue difficult problems properly. Strong ideas are expected to move beyond academic exercises and ultimately have an impact on live investment strategies.

Who we are looking for

We are particularly interested in candidates with:

1. APhD, or completion of a PhD within the next year , in Mathematics, Statistics, Computer Science, Physics, Electrical Engineering or a closely related quantitative discipline
2. An outstanding academic record from a leading university
3. Evidence of genuine research excellence, ideally includinghigh-quality peer-reviewed publications
4. Exceptional mathematical and statistical problem-solving ability
5. Strong programming skills and the ability to turn research into reliable working code
6. Very goodPython skills and confidence working in a Linux environment
7. The ability to explain complex technical ideas clearly and defend research under peer review
8. Intellectual curiosity, independence and an unusually high standard of attention to detail

Candidates should be able to demonstrate exceptional academic or technical achievement beyond simply completing a PhD.

Particularly valuable

You will stand out further if you have:

1. StrongC++ skills
2. Experience building performance-sensitive or large-scale research systems
3. Competitive programming, open-source development or substantial technical projects
4. Research involving machine learning, statistics, optimisation, time-series analysis or large datasets
5. Some understanding of financial markets, market microstructure or systematic trading

Financial experience is not required. Outstanding researchers coming directly from academia are strongly encouraged to apply.

What matters most is evidence that you are an exceptional researcher and programmer who enjoys difficult mathematical problems and wants to see research translated into real-world outcomes.

The opportunity

You will join a small, highly technical research environment with access to proprietary datasets, sophisticated research infrastructure and state-of-the‑art tooling.

The firm offers a highly competitive compensation package and the opportunity to join one of the fastest-growing and strongly backed systematic investment businesses in London.

London-based. Partial remote working may be considered