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Quantitative Researcher – Systematic Trading | Leading Hedge Fund | London | London, UK | In-Office

Anson McCade

London

On-site

GBP 60,000 - 100,000

Full time

9 days ago

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Job summary

Join a leading hedge fund as a Quantitative Researcher in London, where innovation meets data-driven trading strategies. This role offers the opportunity to analyze vast datasets and develop cutting-edge quantitative trading strategies in a collaborative, fast-paced environment. You will work with a world-class team, leveraging state-of-the-art technology and proprietary tools to drive performance and uncover insights across global markets. If you have a strong academic background in a quantitative field and are passionate about systematic trading, this is the perfect opportunity for you to thrive and grow.

Benefits

Performance-based bonuses
Access to advanced technology
Collaborative team environment
Growth opportunities

Qualifications

  • Advanced degree in quantitative discipline required.
  • Strong programming skills in Python, C++, or Java.

Responsibilities

  • Analyze complex datasets to uncover actionable insights.
  • Develop and implement quantitative trading strategies.

Skills

Python
C++
Java
Statistical Analysis
Data Analysis
Communication Skills

Education

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

Tools

Statistical Software
Proprietary Trading Tools

Job description

Quantitative Researcher – Systematic Trading | Leading Hedge Fund | London

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

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

Requirements

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

What’s on Offer

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