We are seeking talented PhD graduates and postdoctoral researchers to join a highly successful quantitative research team at a tier-one hedge fund in London. Following several years of strong performance and continued growth, the team is looking to expand by hiring exceptional PhD and postdoctoral talent. The start date is flexible, from immediate commencement through to early 2027.

Working alongside experienced quantitative researchers, you will contribute to signal research, combination, and optimisation, supporting the ongoing enhancement of existing strategies as well as the development of new alpha-generating models. As the team continues to expand, they are seeking PhD and postdoctoral graduates who can bring innovative research ideas and contribute to the design of scalable predictive models and simulation frameworks, while benefiting from close collaboration with senior members of the team.

Key Responsibilities:

• Conduct research, develop, and implement quantitative trading and investment strategies.
• Evaluate, validate, and optimise predictive signals across a range of strategies and asset classes.
• Apply statistical, mathematical, and machine learning techniques to identify, combine, and enhance alpha signals.
• Design, backtest, and analyse quantitative models with a focus on performance, robustness, scalability, and capacity.
• Collaborate closely with Portfolio Managers, Quantitative Researchers, and Developers to translate research ideas into live strategies.
• Monitor live strategy performance and continuously refine models based on empirical results and market dynamics.
• Analyse large and complex datasets to uncover new sources of alpha and improve existing strategies.

Qualifications:

• PhD in a highly quantitative STEM discipline, such as Mathematics, Statistics, Machine Learning, Physics, Computer Science, or a related field.
• Strong programming skills in Python, with additional experience in C++ considered beneficial.
• Exceptional analytical and problem-solving skills, coupled with a high level of attention to detail.
• Demonstrated ability to work independently while collaborating effectively within a fast-paced research environment.

Preferred Qualifications:

• Previous internship experience at a hedge fund, investment bank, or other financial institution.
• Experience working with large, fast-paced datasets.
• Knowledge of global macroeconomic factors and their impact on financial markets.