We're currently working with a leading global hedge fund looking to add a Quantitative Researcher to its systematic equities research team.

The role will focus on developing and improving mid-frequency equity strategies, with exposure across the full research lifecycle, from alpha idea generation and signal research through to backtesting, portfolio construction and live strategy enhancement.

We're particularly interested in researchers with strong quantitative and programming skills who enjoy working with large-scale financial datasets and translating research ideas into systematic investment signals.

Key areas of focus:

• Research and develop systematic equity alpha signals
• Work with market, fundamental and alternative datasets
• Build and improve robust research and backtesting frameworks
• Evaluate signal performance, robustness and portfolio interactions
• Collaborate closely with researchers and portfolio managers on strategy development

Potential backgrounds:

• Quantitative Research / Systematic Equity Research
• Strong Python and statistical / machine learning background
• Experience researching equity signals or alpha models
• Mid-frequency experience is preferred, although researchers from adjacent systematic strategies can also be considered
• Advanced degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics or Engineering