Quantitative Researcher - Global Quant Fund

A well established systematic investment firm, operating live strategies across global markets is in an active growth phase and looking to add research talent across multiple teams. They offer a rare combination of institutional backing, a collaborative culture, and genuine ownership of work.What you'll doResearch, develop, and refine systematic alpha-generating strategiesOwn the full pipeline from alpha construction and signal development through to portfolio optimisationWork closely with PMs and engineers in a small, high-calibre teamApply statistical and machine learning techniques to large financial datasetsContribute to the ongoing improvement of live, deployed strategiesWhat we're looking forMasters or PhD in a STEM or quantitative field (mathematics, physics, computer science, statistics or similar)Strong Python skills; SQL and database experience a plusExperience with machine learning or deep learning applied to financial dataBackground at a hedge fund, proprietary trading firm, or bank quant trading deskHands-on experience with systematic strategy research — alpha construction, signal generation, or portfolio optimisationMultiple teams — New York (remote option available)