Quantitative Researcher (Hedge Fund, Institutional branch)

ALT Fund; United Kingdom; On-site; GBP 150,000 - 175,000; Full time

Job summary

A leading prop-trading company in the UK is seeking a Quantitative Researcher with 3-7 years of experience to develop and test innovative investment strategies. You'll focus on multi-asset models and collaborate with teams to optimize portfolios. The ideal candidate will have strong statistical skills, expertise in Python, and a master's or PhD in a quantitative discipline. Enjoy a dynamic environment with excellent benefits including flexibility, paid sick leave, and professional development opportunities.

Benefits

35 Days of Vacation

100% Paid Sick Leave

Top-Tier Equipment

Corporate Psychologist

Qualifications

• 3-7 years of experience in quantitative research.
• Proven track record of live trading strategies.
• Experience working with market impact models.

Responsibilities

• Develop and test investment hypotheses within risk management.
• Build models for returns and risks across asset classes.
• Enhance existing factor models and create new strategies.

Skills

Deep knowledge of statistics and probability theory

Proficient in Python (Pandas, NumPy, SciPy)

Experience with execution constraints

Strong expertise in alpha research pipeline

Understanding of portfolio optimization

Experience with alternative data frameworks

Strong communication skills

Education

Master's or PhD in a quantitative field

Tools

C++ or Rust

Job description

Quantitative Researcher (Hedge Fund, Institutional branch)

Quantitative Researcher (Hedge Fund, Institutional branch)

1 month ago Be among the first 25 applicants

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We are a prop-trading company that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies, and working with us means not just advancing technology, but also being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential.

We are seeking a specialist with proven experience in Quantitative Research.

What You'll Be Doing:

• Developing and testing investment hypotheses within the constraints of risk management
• Building models for evaluation, decomposition, and forecasting of returns and risks across various asset classes (equities, rates, credit, commodities)
• Enhancing existing factor models and designing new alpha-beta / gamma-vega strategies
• Participating in portfolio optimization processes, taking into account transaction costs, position constraints, and regulatory requirements
• Performing attribution analysis, stress testing, performance decomposition, and preparing reports for the Investment Committee
• Collaborating with the execution team to deploy models into production, including monitoring and managing model deviations
  
  

Requirements

Experience:

• 3-7 years of experience at multi-asset hedge funds, asset management firms, or in quantitative research at investment banks
• Proven track record of implementing live trading strategies with a long-term Sharpe ratio > 1.5
• Hands-on experience working with execution constraints, market impact models, and transaction cost modeling
• Participation in institutional investment processes (e.g. investment committee meetings, risk management, compliance)
  
  

Skills & Education:

• Deep knowledge of statistics and probability theory, including copulas, regime-switching models, etc
• Experience building risk models (e.g. factor models, volatility forecasting, CVaR)
• Strong expertise in the alpha research pipeline — from idea generation to production deployment
• Proficient in Python (Pandas, NumPy, SciPy, etc.); C++ or Rust is a strong plus
• Understanding of portfolio optimization with both linear and nonlinear constraints
• Experience working with alternative data in a structured due diligence framework
• Master's or PhD in a quantitative field (Physics, Mathematics, Computer Science, or related disciplines)
• Languages: Russian, English
  
  

Nice to have:

• Understanding of options pricing models, hedging
• Experience with machine learning, deep learning, or reinforcement learning (ML/DL/RL) techniques
• Strong communication skills, with the ability to explain complex technical ideas to both technical and non-technical stakeholders
  
  

Benefits

• Culture of Innovation: An open, dynamic, and inclusive environment where your ideas matter
• Flexibility & Impact: Enjoy the freedom of a startup with the backing of a well-resourced fund
• High Impact: Work directly on projects that shape strategies and drive the fund's success
• 35 Days of Vacation - Plenty of time to rest and recharge
• 100% Paid Sick Leave - Recover without financial worries
• Top-Tier Equipment - Choose the tools that suit you best (within budget)
• Corporate Psychologist - Mental health support when you need it

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research

• Industries

  IT Services and IT Consulting

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