Junior Quantitative Researcher – Hedge Fund

Overview

A leading hedge fund is seeking high‑calibre Junior Quantitative Researchers to join its growing research and systematic trading teams. This is an opportunity for academically exceptional individuals to work on real‑world alpha research, portfolio construction, and quantitative modelling within a high‑performance trading environment.

The ideal candidates will bring strong analytical ability, deep technical skills, and a passion for applying quantitative methods to financial markets.

Key Responsibilities

• Conduct quantitative research to support alpha generation, signal development, and strategy enhancement.

• Analyse large, complex datasets to identify patterns, inefficiencies, and predictive relationships.

• Build, test, and optimise models using robust statistical and machine‑learning techniques.

• Develop research tools, backtesting frameworks, and data‑processing pipelines in Python.

• Collaborate with senior researchers, PMs, and data engineers to translate research into production‑ready models.

• Evaluate model performance, conduct sensitivity analysis, and contribute to continuous improvement of the research process.

• Stay current with academic literature, new modelling techniques, and emerging data sources.

Required Skills & Experience

• PhD or Master’s degree in a quantitative STEM discipline (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics, Econometrics).

• Strong Python programming skills, including experience with scientific libraries (NumPy, Pandas, SciPy, scikit‑learn).

• Solid understanding of probability, statistics, optimisation, and time‑series analysis.

• Experience working with large datasets and building analytical or modelling tools.

• Ability to think rigorously, test hypotheses, and communicate findings clearly.

• Strong problem‑solving mindset and intellectual curiosity.

• Ability to work in a fast‑paced, collaborative research environment.

Desired

• Experience with machine learning, signal research, or quantitative modelling.

• Exposure to financial markets, trading strategies, or portfolio optimisation.

• Familiarity with SQL, cloud computing, or distributed systems.

• Publications, research projects, or competitions demonstrating quantitative excellence.

What you will get

• The opportunity to work alongside world‑class quants and PMs.

• Exposure to cutting‑edge research, datasets, and modelling techniques.

• A meritocratic environment with rapid learning and career progression.

• Competitive compensation aligned with performance and impact.