Quantitative Researcher – Equity Arbitrage

Oxford Knight; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A prestigious hedge fund in London is seeking a Quantitative Researcher to join their systematic trading technology team. This role involves developing quantitative strategies, working closely with portfolio management, and offers the chance to work in a collaborative and innovative environment. Ideal candidates will be passionate about technology and possess strong quantitative skills.

Benefits

Competitive salary + generous bonuses

Personal development allowance

Annual company trips

Team offsites

Transparent and collaborative environment

Regular social events

Qualifications

• Minimum 3 years’ experience in a related role.
• Deep understanding of statistics applied to real-world problems.
• Experience in cash equities and building alphas.

Responsibilities

• Develop quantitative event-driven strategies.
• Research and develop new event-based signals across equities.
• Collaborate with an experienced Portfolio Manager to deliver alpha at scale.

Skills

Quantitative skills

Statistics

Programming (Python, R)

Numpy

Scipy

Pandas

Education

PhD in Mathematics

PhD in Computer Science

PhD in Engineering

PhD in Economics

PhD in Physics

Job description

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Quantitative Researcher – Equity Arbitrage, London

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Client:

Oxford Knight

Location:

London, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

31b8b3931934

Job Views:

4

Posted:

02.06.2025

Expiry Date:

17.07.2025

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Job Description:

The Client

One of the world’s largest hedge funds, this is an excellent opportunity to join one of the most prestigious technology teams in systematic trading in a wide-ranging development role. With a flat-structured, ‘no-attitude’ working environment, this is a great time to join as engineering is currently undergoing significant investment.

The Role

Joining a small, diverse team tasked with delivering alpha at scale across equity events, including index rebalances and corporate actions. As a Quant Researcher, you will work side by side with an experienced semi-systematic Portfolio Manager focusing on these opportunities. You’ll develop quantitative event-driven strategies as well as researching & developing new event-based signals across equities.

If you have a demonstrable passion for technology (personal projects, open-source involvement) and a hands-on attitude, this role would be perfect for you.

Key Skills

• Minimum 3 years’ experience in a related role
• Exceptional quantitative skills in the research lifecycle (from signal generation to portfolio construction)
• Deep-level understanding of statistics and how to apply to real-world problems
• Expertise in the cash equities space, particularly building alphas
• High-level programming skills in a language such as Python, or R
• Degree (ideally PhD) in a quantitative field, e.g., Mathematics, Computer Science, Engineering, Economics or Physics, from a top-tier university
• Proficiency with numpy, scipy, pandas, or similar would be beneficial
• Competitive salary + generous bonuses
• Extra perks including a personal development allowance and sponsorship
• Central London office with a very smart, friendly tech team
• Flat-structured, transparent and collaborative environment, ‘no-attitude’ culture
• Regular social events, plus annual company trips and team offsites