Quantitative Researcher - PhD

We are partnered with a top performing Quant PM seeking a highly analytical PhD graduate (recent or upcoming) to join their team at a leading, Tier 1 Hedge Fund. You will research, design, and backtest systematic trading strategies across global markets, using advanced statistical, machine learning, and optimisation techniques. Day-to-day, you will work with large, noisy datasets; build and refine predictive models;

and collaborate with portfolio managers and developers to turn research into live, tradable signals.

Key responsibilities:

• Formulate and test alpha hypotheses using rigorous empirical methods.
• Build, validate, and improve quantitative models (time series, cross-sectional, ML).
• Design and implement robust backtests and performance analytics.
• Work closely with technologists to product ionise research in a low-latency, real-time environment.

Requirements:

• PhD in mathematics, statistics, physics, computer science, engineering, or related.
• Strong programming skills in Python, C++, or similar, and experience with numerical/statistical libraries.
• Solid understanding of probability, statistics, and optimisation.
• Curiosity, intellectual independence, and the ability to communicate complex ideas clearly to non-specialists.