Quant Researcher - Systematic Fund
Listed on 2025-10-31
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Finance & Banking
Overview
Direct message the job poster from Radley James
A close systematic trading fund client is looking to add a high-calibre Quantitative Researcher to their team. This is a front-office role with direct PnL exposure, giving genuine ownership of the full research process — from signal generation through to live deployment. The set-up is lean and focused, with meaningful capital behind proven strategies.
The fund offers a strong PnL cut with clear performance-based upside, supported by institutional-quality infrastructure and the agility of a small, high-performing team. Researchers have access to excellent data, tooling, and compute, with the freedom to shape strategy direction where they see opportunity.
Key Requirements:
- Proven track record of alpha generation at a leading prop desk or hedge fund
- Strong research and statistical modelling skills
- Proficiency in Python, C++ or a similar language
- Ability to take strategies from concept to production
- Entrepreneurial mindset and comfort operating in a lean, fast-moving environment
Conversations will be handled in strict confidence.
They can facilitate fully-remote.
Seniority level- Associate
- Full-time
- Finance and Engineering
- Financial Services
- Engineering Services
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