Senior Quantitative Researcher – Hedge Fund

S.R Investment Partners; London; On-site; GBP 125,000 - 150,000; Full time

Job summary

A financial services company is seeking a Senior Quantitative Researcher to lead their research department in London. The ideal candidate will have extensive experience in high-frequency trading and strong programming skills in Python. Responsibilities include identifying new trading opportunities and participating in the entire research process. A competitive salary and bonus are offered for this crucial role.

Benefits

Competitive salary

Bonus

Qualifications

• At least 5 years of experience within high-frequency trading.
• Solid experience researching systematic equities strategies.
• Ability to work independently and take ownership.

Responsibilities

• Lead the research department and identify new arbitrage opportunities.
• Create alpha signals and engage in the research and development process.
• Participate in backtesting and monitoring strategy performance.

Skills

Experience in high-frequency trading

Statistical arbitrage experience

Strong programming skills in Python

Strong analytical skills

Quantitative analysis

Education

MS or higher in finance, computer science, mathematics, physics, or other quantitative disciplines

Job description

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:

5

Posted:

12.08.2025

Expiry Date:

26.09.2025

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 process: 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
• A hedge fund background is preferable but not essential
• Ability to work independently and take ownership of tasks

Additional Details:

Location: UK - London or USA

Salary: Competitive + Bonus

Apply now