Quantitative Researcher

Selby Jennings; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading systematic hedge fund in London is seeking a Monetisation Quant Researcher to enhance their EMM team. This role involves maximizing PnL through the monetisation of short-horizon alpha signals, collaborating with various teams to improve execution workflows and strategy implementation. Ideal candidates have a strong quantitative background and experience in systematic trading.

Benefits

Competitive compensation structure

High upside potential

Top-tier platform support

Qualifications

• Strong academic background in quantitative disciplines.
• Solid experience in systematic equities, particularly short-term signals.

Responsibilities

• Design and monitor signal monetisation frameworks.
• Translate alpha research into executable trading logic.
• Collaborate with trading and technology teams.

Skills

Quantitative Analysis

Execution

Python

Commercial Mindset

Education

Physics

Mathematics

Computer Science

Tools

AI/ML Models

Job description

Quantitative Researcher

Selby Jennings London, United Kingdom

Apply now

Posted 5 days ago | In-Office | Job | Permanent | Negotiable

We're currently working with a leading systematic hedge fund to identify a Monetisation Quant Researcher to join their high-performing EMM team. This is a rare opportunity to sit at the intersection of quant research, trading infrastructure, and alpha capture - playing a pivotal role in bridging signal generation and live deployment.

The Role:

You'll be part of a fast-paced, cross-functional environment, working closely with quant researchers, technologists, and traders to drive the monetisation of short-horizon alpha signals. The focus is on maximising PnL by improving execution workflows, refining strategy implementation, and continuously evaluating real-world performance against research expectations.

Responsibilities:

1. Design, implement, and monitor signal monetisation frameworks for intraday and short-horizon strategies
2. Translate alpha research into executable trading logic, working across portfolio construction, execution, and risk controls
3. Collaborate with trading and technology teams to fine-tune execution algorithms and trading infrastructure
4. Track strategy performance in production, identify slippage or alpha decay, and iterate in real time
5. Contribute to the development of tooling and dashboards for live performance diagnostics

Ideal Candidate:

1. Coming from a competing Tier 1 Hedge Fund / Prop Trading Firm
2. Strong academic background in a quantitative discipline (e.g., Physics, Maths, Computer Science)
3. Solid experience in systematic equities, particularly short-term or intraday signals
4. Deep understanding of execution, transaction cost analysis (TCA), and real-world slippage dynamics
5. Proficient coding skills in Python or similar, with the ability to work across research and production environments
6. Exposure to Advanced AI/ML models (Transformers, RL, LCMs, GenAI)
7. Clear commercial mindset and a passion for driving alpha realisation, not just signal generation

Why Apply?

1. Work in one of the most commercially-impactful quant seats on the floor
2. Exposure to the full strategy lifecycle: from research to real PnL
3. High-performing team culture with tight feedback loops and real ownership
4. Competitive compensation structure, high upside, and top-tier platform support

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