Quantitative Researcher – Systematic Equities

A leading global multi-manager hedge fund platform is seeking an experienced Quantitative Researcher to join a newly forming systematic equities team in London. The role will involve working closely with a Senior Portfolio Manager on the development and scaling of a mid-frequency equities trading strategy.

This opportunity sits within a well-resourced platform environment but offers the chance to contribute meaningfully at an early stage of a team build.

• Research and development of systematic equity trading signals and models
• Enhancement of research infrastructure, datasets, and modelling frameworks
• Collaboration with portfolio management and technology teams to support deployment and execution
• Contribution to the evolution of the broader research process as the team scales

• Demonstrated experience in systematic equities research, ideally within a hedge fund or proprietary trading environment
• Strong grounding in statistical modelling, quantitative finance, and empirical research
• Advanced Python programming skills and experience working with large financial datasets
• Experience contributing to live trading strategies and research-to-production workflows