Senior Quantitative Researcher/ Sub-PM

JR United Kingdom; City Of London; On-site; GBP 90,000 - 130,000; Full time

Job summary

A leading company in systematic trading strategies is seeking a Senior Quantitative Researcher or Sub-Portfolio Manager in London. This role will involve designing and implementing trading strategies and conducting research to enhance performance. Candidates should have substantial experience in quantitative research or trading and hold an advanced degree in a quantitative field.

Qualifications

• 5+ years of quantitative research or trading experience.
• Proven track record of alpha generation.
• Deep understanding of statistical modeling and machine learning.

Responsibilities

• Design, research, and implement systematic trading strategies.
• Conduct alpha signal research using statistical techniques.
• Collaborate with data engineering to enhance research capabilities.

Skills

Statistical modeling

Time-series analysis

Machine learning

Python

C++

Collaboration

Education

Master’s or PhD in Mathematics, Computer Science, Physics, Engineering, or Statistics

Job description

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Senior Quantitative Researcher/ Sub-PM, London (City of London)

Location: London (City of London), United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

5

Posted:

26.06.2025

Expiry Date:

10.08.2025

Job Description:

Location: New York / London

Team: Systematic Trading Strategies

About the Role:

Seeking a highly skilled and experienced Senior Quantitative Researcher or Sub-Portfolio Manager to join our 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 equities, futures, FX, or other liquid asset classes
• Conduct high-quality alpha signal research using alternative data, statistical techniques, and machine learning when appropriate
• Develop and test robust portfolio construction, execution, and risk management models
• Collaborate closely with data engineering and infrastructure teams to enhance research platform capabilities
• Take ownership of strategy performance and contribute to the team’s overall P&L
• Potential to transition into a standalone PM role or run a sub-portfolio within defined risk limits

Requirements:

• 5+ years of experience in quantitative research or trading at a hedge fund, proprietary trading firm, or top-tier investment bank
• Proven track record of alpha generation or contribution to profitable strategies
• Deep understanding of statistical modeling, time-series analysis, and/or machine learning techniques
• Strong programming skills in Python, C++, or similar; experience working with large datasets and research infrastructure
• Master’s or PhD in a quantitative field (e.g., Mathematics, Computer Science, Physics, Engineering, Statistics)
• Excellent communication skills and ability to work in a collaborative, performance-driven environment