Systematic Researcher – Global Hedge Fund (4–6 Years’ Experience)/ London £ High

Eka Finance; London; On-site; GBP 70,000 - 110,000; Full time

Job summary

A leading global hedge fund is seeking a talented Systematic Researcher to join its core research team in London. This role offers a chance to influence alpha strategies within a collaborative environment, utilizing advanced statistical methodologies and access to deep resources. Ideal candidates possess 4-6 years of experience, strong programming skills, and an analytical mindset, contributing to impactful research and growth within the firm.

Benefits

Access to world-class infrastructure and tooling

Collaborative team environment

Significant career growth opportunities

Qualifications

• 4-6 years of experience in systematic research at a top hedge fund.
• Strong programming skills in Python and experience with large datasets.
• Advanced analytical skills in statistics and probability.

Responsibilities

• Conduct end-to-end research on systematic strategies across liquid asset classes.
• Collaborate with researchers, portfolio managers, and technologists.
• Improve signal construction, portfolio optimization, and risk models.

Skills

Statistical Analysis

Programming in Python

Machine Learning Techniques

Portfolio Optimization

Time-Series Analysis

Education

Master’s or PhD in Quantitative Discipline

Job description

Systematic Researcher – Global Hedge Fund (4–6 Years’ Experience) / London £ High

Location: London / New York

Compensation: Top of market

We are working with a globally respected, collaborative hedge fund seeking a talented Systematic Researcher to join its core research team. This is an opportunity to take a central role in shaping and evolving alpha strategies within a rigorous, idea-driven environment — without the siloed structure of pod-based funds.

What You’ll Do:

• Conduct end-to-end research on systematic strategies across liquid asset classes (equities, futures, FX, or rates).
• Leverage large datasets, machine learning techniques, and advanced statistical modelling to uncover persistent sources of alpha.
• Collaborate closely with other researchers, portfolio managers, and technologists in a highly integrative research culture.
• Iterate and improve signal construction, portfolio optimization, and risk models with access to world-class infrastructure and tooling.

What We’re Looking For:

• 4–6 years of systematic research experience at a top collaborative hedge fund (e.g., Two Sigma, AQR, PDT, etc.).
• Deep expertise in alpha signal research, with a proven track record of contributions to production strategies.
• Strong programming skills in Python (or similar), and comfort working with large, noisy datasets.
• A highly analytical mindset with fluency in statistics, probability, and time-series analysis.
• Advanced degree (Master’s or PhD) in a quantitative discipline preferred, but not required.

Why This Role:

• Join a high-conviction, low-politics team that values idea meritocracy and intellectual honesty.
• Work alongside researchers and PMs who are genuinely collaborative — not siloed or secretive.
• Access deep resources and institutional-grade infrastructure to bring ideas to life quickly and at scale.
• Significant upside and career growth for researchers who drive real impact.

Eka Finance is a leading global quantitative finance recruitment consultancy in the banking and finance industry. We offer front office recruitment so...

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