Systematic Equities Quantitative Researcher

Alexander Chapman Ltd; Greater London; On-site; GBP 80,000 - 110,000; Full time

Job summary

Alexander Chapman Ltd seeks a Systematic Equities Quantitative Researcher based in London to develop alpha signals, predictive models, and systematic strategies across global equities. You will design quantitative models, test them on large datasets, and collaborate with researchers, traders and engineers to refine strategies.

The role emphasizes rigorous backtesting, research quality, and experience in quantitative research, Python, statistics and ML.

Qualifications

• Strong background in quantitative research, Python, statistics, machine learning or time-series modelling required.
• Experience with systematic equities, alpha research or financial markets is highly desirable.

Responsibilities

• Develop quantitative and statistical models for equity markets
• Research alpha signals and systematic trading strategies
• Work with large and alternative datasets
• Build and test predictive models using statistical and machine learning techniques
• Conduct rigorous research, backtesting and portfolio analysis
• Collaborate closely with experienced researchers, traders and engineers

Skills

Python

Statistics

Machine learning

Time-series modelling

Quantitative research

Systematic equities

Alpha research

Financial markets

Job description

Systematic Equities Quantitative Researcher

Location: London

We are working with a leading global investment firm with a strong presence across systematic equity markets. The team combines sophisticated quantitative research, statistical modelling, machine learning and proprietary technology to develop systematic investment strategies.

They are looking for a Quantitative Researcher to develop alpha signals, predictive models and systematic strategies across global equity markets.

The role will involve:

• Developing quantitative and statistical models for equity markets
• Researching alpha signals and systematic trading strategies
• Working with large and alternative datasets
• Building and testing predictive models using statistical and machine learning techniques
• Conducting rigorous research, backtesting and portfolio analysis
• Collaborating closely with experienced researchers, traders and engineers

Strong background in quantitative research, Python, statistics, machine learning or time-series modelling required. Experience with systematic equities, alpha research or financial markets is highly desirable.