Quantitative Researcher

Anson McCade Pty; Greater London; Sur place; GBP 90 000 - 160 000; Plein temps

Résumé du poste

Anson McCade Pty seeks a Quantitative Researcher to join its London team to develop signals for mid-frequency equity strategies. You will apply machine learning and emerging AI tech to enhance research workflows, exploring predictive models and large-scale datasets.

The role emphasizes signal development, backtesting and a path from initial research to implementation, with strong Python, statistics and ML skills expected.

Qualifications

• 2–5+ years of quantitative research experience in a market-leading environment.
• Strong academic background with proficiency in Python, statistics and ML.
• Experience with equities, alternative data and modern ML/AI techniques.

Responsabilités

• Signal and predictive model development.
• Research across large-scale financial and alternative datasets.
• Statistical modelling and machine learning.
• Equity market and mid-frequency systematic research.
• LLMs, AI agents and research automation.
• New approaches to data analysis and hypothesis generation.
• Backtesting, empirical research and model validation.
• Taking ideas from initial research through to implementation.

Connaissances

Python

Statistics

Machine Learning

Data Analysis

Backtesting

Formation

Advanced degree

Description du poste

London | Mid-Frequency Equities | Quantitative Research

I’m working with a quantitative investment firm looking to hire an experienced Quantitative Researcher into its London team.

The role is focused on developing new sources of information and predictive signals for mid-frequency equity strategies, with significant scope to explore how machine learning and emerging AI technologies can improve the research process.

The researcher will work across:

• Signal and predictive model development
• Research across large-scale financial and alternative datasets
• Statistical modelling and machine learning
• Equity market and mid-frequency systematic research
• LLMs, AI agents and research automation
• New approaches to data analysis and hypothesis generation
• Backtesting, empirical research and model validation
• Taking ideas from initial research through to implementation

The ideal candidate will have 2–5+ years of quantitative research experience within a market leading Tier 1 Firm, quantitative or investment environment, alongside a strong academic background and excellent Python, statistics and ML skills.

Experience with equities, alternative data and modern ML/AI techniques would be particularly relevant.

This is an opportunity to join an established quantitative investment environment and work on challenging research problems with the potential to directly influence investment decisions and systematic strategies.