Quantitative Research Scientist - Systematic Trading

eFinancialCareers; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Job summary

eFinancialCareers is seeking a highly capable Quantitative Research Scientist for its London-based research team. You will work in a genuinely research-led environment alongside doctoral and post-doctoral researchers, translating original mathematical ideas into live investment strategies.

We value deep mathematical ability, rigorous research credentials, and exceptional programming skills, with strong Python and Linux proficiency.

Qualifications

• PhD or completion of a PhD within the next year in Mathematics, Statistics, Computer Science, Physics, Electrical Engineering or related quantitative discipline.
• Evidence of genuine research excellence, ideally including high-quality peer-reviewed publications.
• Strong programming skills and the ability to turn research into reliable working code.

Responsibilities

• Develop new statistical and mathematical approaches to extracting signal from large, noisy datasets.
• Research and test new sources of systematic alpha and robust production implementations.
• Work with proprietary datasets and infrastructure processing billions of market events each day.
• Turn research ideas into robust production implementations and peer-review research across the team.

Skills

Python

C++

Machine Learning

Time Series

Statistics

Education

PhD in Mathematics/Statistics/CS/Physics

Tools

Linux

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. PhD, 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