Quantitative Researcher We are seeking a Quantitative Researcher to join a growing systematic investment team focused on developing, testing, and enhancing alpha-generating trading strategies across global markets. This is an opportunity to take ownership of the full research lifecycle, from idea generation and data analysis through to strategy development, backtesting, and implementation. You will work alongside experienced researchers and technologists in a highly collaborative environment where research has a direct impact on investment performance. Responsibilities Research, develop, and refine systematic trading signals and investment strategies. Generate new alpha ideas using statistical analysis, quantitative modelling, and data-driven research techniques. Own the end-to-end research process, including data acquisition, cleaning, feature engineering, backtesting, and performance evaluation. Identify and evaluate new datasets that may provide differentiated sources of return. Analyse large and complex financial datasets to uncover persistent market opportunities. Collaborate with technology teams to improve research infrastructure, data pipelines, and analytical tools. Present research findings and contribute to the ongoing evolution of the investment process. Communicate research effectively to both technical and non-technical stakeholders and support client-facing initiatives where required. Requirements MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or another highly quantitative discipline. 4+ years of experience conducting quantitative research within a hedge fund, asset manager, proprietary trading firm, or other systematic investment environment. Strong programming skills in Python and experience working with large financial datasets. Excellent understanding of statistical modelling, machine learning techniques, and time-series analysis. Demonstrated ability to translate research ideas into robust trading strategies. Strong problem-solving skills, intellectual curiosity, and a scientific approach to research. Excellent written and verbal communication skills. Preferred Experience Experience researching systematic strategies across any liquid asset class, including futures, equities, FX, fixed income, options, or digital assets. Familiarity with portfolio construction, risk management, and alpha generation techniques. Experience working independently while contributing effectively within a collaborative research team. This role is best suited to researchers who enjoy exploring new ideas, challenging assumptions, and developing innovative systematic investment strategies in a research-driven environment.
