Quantitative Researcher for Systematic Strategies (London)

HRB; London; On-site; GBP 70,000 - 120,000; Full time

Job summary

A leading investment firm is seeking a quantitative researcher to explore systematic anomalies in the futures market. The ideal candidate will contribute to portfolio optimization and enhance execution strategies. Candidates must have advanced quantitative degrees and relevant experience in systematic alpha research.

Qualifications

• 3+ years of experience in systematic alpha research, portfolio construction, and optimization in futures markets.
• Commodities knowledge is a plus.
• Experience developing short term alpha signals.

Responsibilities

• Perform rigorous and innovative research to discover systematic anomalies in futures markets.
• Improve existing strategies and optimize portfolios.
• Analyze tick-level data for execution enhancements.

Skills

Quantitative skills

Collaborative mindset

Independent research abilities

Education

Masters or PhD in a quantitative field

Tools

Java

Linux

Job description

Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Responsibilities:

• Perform rigorous and innovative research to discover persistent systematic anomalies in futures markets with holding periods of intraday to a few days.
• Help improve existing strategies and portfolio optimization.
• Analyze tick-level data for execution enhancements.
• Be a core contributor to growing the investment process and research infrastructure of the team.

Requirements:

• Strong quantitative education. Masters or PhD preferred.
• 3+ years of work experience in systematic alpha research, portfolio construction and optimization in futures markets.
• Experience developing short term alpha signals (intraday or a few days)
• Commodities specific knowledge is a plus.
• Experience managing and running risk.
• Collaborative mindset with strong independent research abilities.
• Previous experience with Java and Linux is a plus.
• Commitment to the highest ethical standards.