Systematic Equities Quant Researcher

JR United Kingdom; London; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading hedge fund in London is seeking a Quant Researcher to enhance their systematic equity strategies. This role will involve working alongside the Senior Portfolio Manager, utilizing quantitative finance techniques to extract alpha and develop innovative trading models in a collaborative team environment.

Qualifications

• Strong background in quantitative finance, statistics, or a related field.
• Experience with statistical arbitrage and systematic trading strategies.
• Proficiency in programming languages commonly used in quantitative research (e.g., Python, R).

Responsibilities

• Collaborate with the Senior Portfolio Manager to identify and extract alpha from various data sources.
• Develop and implement statistical models and algorithms for systematic equity trading.
• Analyze market trends and performance metrics to inform trading decisions.
• Contribute to the continuous improvement of trading strategies through research and data analysis.

Skills

Quantitative finance

Statistics

Problem-solving

Programming (Python, R)

Education

Degree in quantitative finance or related field

Job description

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Systematic Equities Quant Researcher, london

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Client:

Paragon Alpha - Hedge Fund Talent Business

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

We are seeking a talented Quant Researcher to join a leading hedge fund, known for its top-performing strategies and collaborative environment. In this role, you will work closely with the Senior Portfolio Manager to assist in the development of systematic equity stat arb strategies.

As part of a dynamic team, you will have the opportunity to contribute directly to the alpha generation process, driving innovative solutions that enhance our trading capabilities.

Key Responsibilities:

• Collaborate with the Senior Portfolio Manager to identify and extract alpha from various data sources.
• Develop and implement statistical models and algorithms for systematic equity trading.
• Analyze market trends and performance metrics to inform trading decisions.
• Contribute to the continuous improvement of trading strategies through research and data analysis.

Qualifications:

• Strong background in quantitative finance, statistics, or a related field.
• Experience with statistical arbitrage and systematic trading strategies.
• Proficiency in programming languages commonly used in quantitative research (e.g., Python, R).
• Excellent problem-solving skills and the ability to work in a fast-paced environment.

To discuss this unique opportunity further and to obtain a full job specification, please contact: