Senior Quantitative Researcher / Sub-PM

Alexander Chapman; City Of London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading investment firm in London seeks a Senior Quantitative Researcher or Sub-Portfolio Manager to join their systematic trading team. The candidate will design and implement trading strategies, conduct alpha research, and develop risk management models. Ideal applicants have 5+ years in systematic trading and strong programming skills in Python or C++. A Master's or PhD in a quantitative field is required, along with excellent collaboration skills. This role offers potential for growth into a lead PM position.

Qualifications

• 5+ years of experience in quantitative research or trading with a focus on systematic strategies.
• Proven track record of alpha generation or contribution to profitable systematic strategies.
• Deep understanding of equity market microstructure and modeling techniques.

Responsibilities

• Design, research, and implement systematic trading strategies across global markets.
• Conduct high-quality alpha signal research using advanced statistical and machine learning techniques.
• Develop and test risk management models specifically tailored to equity markets.

Skills

Quantitative research

Systematic trading strategies

Python

C++

Portfolio optimization

Communication skills

Education

Master’s or PhD in a quantitative field

Job description

Title: Senior Quantitative Researcher / Sub-Portfolio Manager

Location: London

Team: Systematic Trading Strategies

About the Role

Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join a systematic trading team. The successful candidate will play a key role in the full lifecycle of alpha research and strategy development, with the potential to manage risk capital independently or transition into a lead PM role over time

Key Responsibilities

• Design, research, and implement systematic trading strategies across global markets.
• Conduct high-quality alpha signal research leveraging fundamental, alternative, and market data, using advanced statistical and machine learning techniques where appropriate
• Develop and test robust portfolio construction, execution, and risk management models specifically tailored to equity markets
• Work closely with data engineering and infrastructure teams to enhance research workflows, data pipelines, and backtesting capabilities
• Continuously monitor and refine model performance, ensuring strategies remain competitive and scalable
• Take ownership of strategy performance and contribute directly to the team’s overall equity P&L
• Opportunity to transition into a standalone PM role or run a systematic sub-portfolio within defined risk parameters

Requirements

• 5+ years of experience in quantitative research or trading with a focus on systematic strategies at a hedge fund, proprietary trading firm, or top-tier investment bank
• Proven track record of alpha generation or contribution to profitable systematic strategies
• Deep understanding of equity market microstructure, cross-sectional and time-series modeling, and portfolio optimization techniques
• Strong programming skills in Python, C++, or similar, with experience handling large equity datasets (e.g., fundamentals, estimates, alternative data)
• Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics)
• Excellent communication and collaboration skills, with a team-oriented yet performance-driven mindset