Senior Quantitative Researcher / Sub-PM

Alexander Chapman; England; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading investment firm in London is seeking a Senior Quantitative Researcher or Sub-Portfolio Manager to enhance their systematic trading strategies. The ideal candidate will have over five years of experience in quantitative research or trading, focusing on systematic strategies within hedge funds or investment banks. They will design trading strategies, conduct research using advanced statistical methods, and have opportunities for career advancement into portfolio management roles.

Qualifications

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

Responsibilities

• Design, research, and implement systematic trading strategies across global markets.
• Conduct high-quality alpha signal research using advanced statistical techniques.
• Continuously monitor and refine model performance to ensure competitiveness.

Skills

Quantitative research

Systematic strategies

Programming in Python

Machine learning techniques

Portfolio optimization

Education

Master’s or PhD in a quantitative field

Tools

Python

C++

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