Senior Quantitative Researcher – Hedge Fund

S.R Investment Partners; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

Une société de hedge funds recherche un Senior Quantitative Researcher basé à Londres. Le candidat idéal aura une solide expérience en trading haute fréquence, recherche d'alpha, et compétences en programmation, prêt à diriger une petite équipe dans la génération d'opportunités d'arbitrage. Ce rôle dynamique offre la possibilité de travailler sur des stratégies innovantes et de participer au cycle complet de recherche.

Qualifications

• Expérience de 5 à 10 ans dans le trading haute fréquence en actions.
• Expérience de recherche en stratégies systémiques d'actions.
• Capacité à travailler de manière autonome.

Responsibilities

• Diriger le département de recherche et participer à l'identification des nouvelles opportunités.
• Engager dans le cycle complet de recherche et développement: analyse de données, tests de stratégies, etc.

Skills

Programming in Python

Analytical skills

Quantitative skills

Statistical arbitrage

Alpha research

Education

MS or higher in finance, computer science, mathematics, or physics

Job description

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Senior Quantitative Researcher – Hedge Fund, London

Client: S.R Investment Partners

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Reference:

1c576f9a4da2

Job Views:

4

Posted:

14.07.2025

Expiry Date:

28.08.2025

Job Description:

Responsibilities:

• At least 5 years maximum 10 years of experience within high-frequency trading in equities
• Creating new alpha signals / alpha generation (has a track record)
• Statistical arbitrage experience
• Lead the research department (3 people)
• Participate in identifying new arbitrage opportunities and improving existing strategies from all trading data and new data sources.
• Engage in the entire research and development cycle: brainstorming, modeling, data analysis, signal study, backtesting, strategy implementation, and performance monitoring.

Requirements:

• MS or higher in finance, computer science, mathematics, physics, or other quantitative disciplines
• Experience researching systematic equities strategies
• Experience with market microstructure strategies
• Previous trading or portfolio management experience is beneficial
• Experience with alpha research
• Strong programming skills in Python
• Strong analytical and quantitative skills
• Hedge fund experience is a plus but not required
• Ability to work independently and take ownership of tasks

Location: UK - London or USA

Salary: Competitive + Bonus

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Job ID: SNR Quant Researcher