Quantitative Researcher

Anson McCade; London; On-site; GBP 150,000 - 185,000; Full time

Benefits offered by this job

Competitive compensation package

Exposure to leading-edge research

Culture valuing innovation and learning

Job summary

A leading global hedge fund is looking for a Quantitative Researcher in London. This role involves research and development of systematic equities strategies, focusing on statistical arbitrage. Candidates should have a strong technical background, with 3+ years in quantitative finance and proficiencies in Python and machine learning. The position offers competitive compensation and a collaborative work environment.

Qualifications

• 3+ years in quantitative research or trading role at a hedge fund, prop trading firm, or investment bank.
• Advanced degree in Mathematics, Computer Science, Physics, Engineering, or Statistics.
• Deep understanding of systematic equity investing and statistical arbitrage frameworks.
• Proficient in Python for research and prototyping.

Responsibilities

• Conduct research on systematic equities strategies focusing on statistical arbitrage.
• Analyze datasets to discover new trading signals.
• Apply machine learning to enhance predictive power.
• Perform backtesting and optimization using Python.

Skills

Systematic equity investing

Statistical arbitrage

Python programming

Machine learning techniques

Mathematical skills

Statistical skills

Education

Advanced degree in a quantitative field

Tools

ML libraries (e.g., scikit-learn, TensorFlow)

Job description

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Senior Recruitment Consultant at Anson McCade - Specialising in Quant Finance Opportunities

My client, a leading global hedge fund with a strong track record in systematic investing, is looking to hire a Quantitative Researcher to join their London-based team. This is a unique opportunity to work on cutting-edge systematic equities strategies within a collaborative and research-driven environment.

The ideal candidate will bring a solid technical foundation and prior experience in the quantitative finance space, whether from another hedge fund, proprietary trading firm, or a front-office role in investment banking. A strong background in statistical arbitrage is essential, and exposure to machine learning techniques is a strong bonus.

Key Responsibilities

• Conduct research and development of alpha-generating systematic equities strategies, with a focus on statistical arbitrage.
• Analyze large, complex datasets to uncover new trading signals and improve existing models.
• Apply machine learning methods to improve predictive power and ensure robustness of strategies.
• Perform rigorous backtesting and optimization using a Python-based infrastructure.
• Collaborate closely with portfolio managers, data scientists, and technologists to deploy strategies into production.

Candidate Profile

• Prior experience (3+ years) in a quantitative research or trading role at a hedge fund, prop trading firm, or investment bank (front office).
• Advanced degree in a quantitative field such as Mathematics, Computer Science, Physics, Engineering, or Statistics.
• Deep understanding of systematic equity investing and statistical arbitrage frameworks.
• Proficient in Python for research and prototyping - experience with ML libraries (e.g., scikit-learn, TensorFlow, XGBoost) is a strong plus.
• Strong mathematical and statistical skills, with a keen eye for detail and performance optimization.
• Comfortable working independently and as part of a dynamic, fast-paced team.

What’s on Offer

• Opportunity to join a high-calibre team at a prestigious global hedge fund.
• Exposure to leading-edge research, infrastructure, and proprietary data.
• Competitive compensation package with strong performance incentives.
• A culture that values innovation, autonomy, and continuous learning.

Seniority level

• Seniority level

  Associate

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

• Industries

  Financial Services and Capital Markets

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