eFinancialCareers
Quantitative Researcher - Systematic Equities
Quantitative Researcher - Systematic Equities at eFinancialCareers, based in London, South East England. This is a permanent role.
- Pay
- Not given by the employer
- Hours and contract
- Permanent · On site
- Location
- London, South East England
- Closing date
- Sector
- Research Scientist
Reference 57445425
About the role
Location: London
A leading global investment firm is seeking a Quantitative Researcher to join its Systematic Equities team. Working closely with a Senior Portfolio Manager, you'll be responsible for researching and developing alpha-generating strategies using a combination of statistical techniques, machine learning and large-scale data analysis.
This is an opportunity to work in a highly collaborative environment where research is taken from concept through to live implementation and has a direct impact on portfolio performance.
What You'll Be Doing
- Generate and evaluate new alpha ideas for systematic equity strategies.
- Research, clean and analyse a wide range of structured and alternative datasets.
- Design, test and refine predictive models using statistical and machine learning techniques.
- Build robust research infrastructure and analytical tools in Python.
- Perform rigorous backtesting and validation of trading signals.
- Collaborate closely with the Portfolio Manager throughout the research and investment process.
- Write high-quality, maintainable code and contribute to a shared research framework.
What We're Looking For
- Master's or PhD in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science or Engineering.
- Strong Python programming skills and experience building quantitative research tools.
- Excellent analytical ability with a scientific, hypothesis-driven approach to problem solving.
- Strong communication skills and the ability to work effectively in a collaborative research environment.
Desired Experience
- At least three years' experience researching systematic equity strategies.
- Proven track record developing and testing equity alpha signals.
- Experience working with intraday equity data and quantitative trading models.
- Familiarity with statistical learning techniques and predictive modelling.
Additional Experience of Interest
- Research involving alternative datasets or fundamental data.
- Statistical arbitrage or market-neutral equity strategies.
- Machine learning applications within quantitative investing.
- Commercial mindset with strong intuition for identifying robust investment opportunities.
Reference: 57445425 · Posted 2 days ago · Closes 4 Dec 2026 · Listed via eFinancialCareers
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