Systematic Equities Quant Researcher

JR United Kingdom; Slough; On-site; GBP 60,000 - 85,000; Full time

Job summary

A leading hedge fund in Slough is seeking a talented Systematic Equities Quant Researcher to contribute to their alpha generation process. In this dynamic role, you will work with the Senior Portfolio Manager, developing statistical models and analyzing market trends. Candidates should possess a strong quantitative finance background along with proficiency in programming languages like Python and R.

Qualifications

• Strong background in quantitative finance, statistics, or a related field.
• Experience with statistical arbitrage and systematic trading strategies.
• Excellent problem-solving skills.

Responsibilities

• Collaborate with the Senior Portfolio Manager to identify and extract alpha.
• Develop and implement statistical models for systematic equity trading.
• Analyze market trends to inform trading decisions.

Skills

Quantitative finance

Statistics

Problem-solving

Tools

Python

R

Job description

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Systematic Equities Quant Researcher, slough

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Client:

Paragon Alpha - Hedge Fund Talent Business

Location:

slough, 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: