Quantitative Researcher – Market-Neutral Strategies; Crypto

We are hiring a Quantitative Researcher to join a small, high‑calibre investment team focused on market‑neutral, mid‑frequency quantitative strategies in crypto markets.

This role is for a research‑driven quant with strong judgement around models, assumptions, and portfolio construction —
not a latency‑driven HFT role, a volatility‑only seat, or a macro‑regime research position.

The environment mirrors a traditional hedge fund: institutional standards, lean teams, and deep ownership of research.

• Equity market‑neutral quantitative strategies
• Mid‑frequency time horizons
• Focus on:
• Cross‑sectional signal research
• Portfolio construction and risk budgeting
• Robustness, decay, and drawdown control
• Continuous refinement and scaling of existing strategies

You will work across the entire investment lifecycle
, including:

• Researching and validating quantitative signals
• Portfolio construction and exposure management
• Trade and performance monitoring

This is not
:

• A pure execution or infrastructure role
• A latency‑optimised HFT or market‑making position
• A volatility / options‑only modelling role
• A discretionary or systematic macro role

Strong internal technology support is already in place — the role is about investment thinking
, not building plumbing.

We are looking for candidates with 3–5+ years’ experience who:

• Have worked in systematic or quantitative research environments
• Low‑frequency macro or regime‑based strategies
• Pure options or volatility‑driven mandates
• Can reason clearly about:
• Cross‑sectional signals
• Portfolio interactions and turnover
• Risk, correlation, and capital allocation
• Understand why models work, not just how to fit them

Candidates with experience across both high‑and mid‑frequency strategies are welcome, where the core edge was signal‑driven rather than latency‑dependent.

Crypto experience is beneficial but not required.

Transferable quantitative skillsets matter far more than prior digital asset exposure.

Portfolio construction should feel natural at the 5–6 year QR level
, with the ability to deploy that knowledge across new assets.

• Small, collaborative, high‑impact research team
• No silos — strong expectation of idea sharing and challenge
• Researchers are expected to understand the full workflow
  , not just their own slice

• London‑based
• Visa sponsorship available for exceptional candidates