Quantitative Researcher - Systematic Trading | Leading Hedge Fund | London

London, United Kingdom; Greater London; On-site; GBP 120,000 - 200,000; Full time

Job summary

A prominent financial institution located in London is seeking a skilled Quantitative Researcher to join its Systematic Trading team. The role involves analysing complex datasets and developing innovative trading strategies. Candidates should have an advanced degree in a quantitative field and programming skills in Python, C++, or Java. The position offers a highly competitive compensation package, access to advanced technology, and a collaborative team environment focused on innovation and growth.

Benefits

Highly competitive compensation

Performance-based bonuses

Access to state-of-the-art technology

World-class team environment

Qualifications

• Advanced academic degree (PhD or Master's) in a quantitative discipline.
• Strong programming skills in at least one core language.
• Proven experience in quantitative research or systematic trading.

Responsibilities

• Analyse vast and complex datasets using advanced statistical methods.
• Research, develop, and implement cutting‑edge quantitative trading strategies.
• Continuously monitor and improve the performance of existing strategies.
• Develop a deep understanding of global market structures.

Skills

Python

C++

Java

Statistical analysis

Data analysis

Education

PhD or Master's in Mathematics, Physics, Computer Science, or Engineering

Job description

Quantitative Researcher - Systematic Trading | Leading Hedge Fund | London

£120,000 - 200,000 GBP
Onsite WORKING

Location: City Of London, Central London, Greater London - United Kingdom Type: Permanent

My client is a top‑tier quantitative hedge fund headquartered in London renowned for its data‑driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team.

This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies.

Key Responsibilities

• Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights.
• Research, develop, and implement cutting‑edge quantitative trading strategies.
• Continuously monitor and improve the performance of existing strategies.
• Develop a deep understanding of global market structures and microstructure dynamics.

Requirements

• Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering.
• Strong programming skills in at least one core language - Python, C++, or Java.
• Proven experience in quantitative research or systematic trading environments.
• Excellent communication skills and the ability to thrive in a highly collaborative, fast‑paced team environment.

What's on Offer

• Highly competitive compensation package with performance‑based bonuses.
• Access to state‑of‑the‑art technology, proprietary tools, and vast datasets.
• A world‑class team environment that encourages innovation, ownership, and growth.

Interested in learning more? Click 'Apply Now', or reach out directly to Stephen Kennedy at Anson McCade via LinkedIn for more Information.