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Multi-strategy hedge fund

Quantitative Researcher

Location
London, United Kingdom
Compensation
300,000-450,000 Total Compensation
Firm Type
Multi-strategy hedge fund

What You'll Be Doing

As a Quantitative Researcher in the Alternative Data Research team, you will be at the forefront of leveraging innovative data sources to drive investment strategies.

  • Research and develop alpha signals using alternative data across global equity markets.
  • Evaluate and onboard new datasets from external vendors and proprietary sources.
  • Analyze structured and unstructured data to identify predictive investment insights.
  • Apply machine learning, statistical modeling, and data science techniques to large datasets.
  • Design and conduct rigorous backtesting and signal validation.
  • Partner with portfolio managers and analysts to integrate alternative data into investment processes.
  • Build scalable research tools and data pipelines.
  • Monitor signal performance and identify opportunities for improvement.
  • Present research findings and investment insights to portfolio management teams.

Who We're Looking For

  • Strong background in quantitative research, data science, or a related field.
  • Experience with machine learning and statistical modeling techniques.
  • Proficiency in programming languages such as Python or R.
  • Solid understanding of financial markets and investment strategies.
  • Ability to work collaboratively in a fast-paced environment.

Why This Role

This is a unique opportunity to join a leading multi-strategy hedge fund that is at the cutting edge of investment strategies. You will work with some of the most sophisticated datasets in the industry and collaborate closely with top portfolio managers and research leaders, making a significant impact on investment outcomes.

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