Cross Asset Quantitative / Systematic Researcher, London


Cross Asset Quantitative / Systematic Researcher, London




Feb 2019


Excellent - Package dependent on experience


We are working with a leading quant group who are looking to hire an exceptional quantitative researcher to join their growing team in London that concentrate on alternative risk premia and associated systematic strategies. This team works on cross asset systematic strategies and are based on a mix of econometric and statistical analysis of a wide range of traditional and alternative data sets. They are looking for a mid-level candidate who has an exceptional track record in both academic and commercial quantitative research. This is an outstanding opportunity to join an elite quant team in a role with great forward potential.

The role will consist of the full lifecycle of quantitative research from ideation through to working to optimise live strategies. The candidate should have well rounded expertise that is grounded in pragmatism generated from a significant experience, preferably on the buyside. The team has a truly cross asset mandate and while the ideal candidate will have a multi asset background, there is a preference/necessity for deep expertise within quantitative equity and equity factor research. The role will be focused on independent quantitative research and there is substantial input in terms of defining the strategic research agenda.

This team has a rare blend of academic credibility and entrepreneurialism and this is the DNA required to be successful in this team.

The academic characteristic not only underpins an innovative but thorough quantitative research environment but will also lead to publication of research, so a track record in publishing quantitative research is highly preferred. This academic approach should be complemented by a strong degree of pragmatism and proactivity. This team is new and small so people need to enjoy working in a such an environment and a 'can-do' attitude is certainly needed for the fit to be successful. You will be working with some of the very best in the market but there is a humble attitude and so the team will be looking to learn from you as well as this being an excellent environment to develop your own skillset.

Candidates who have come from a quantimental background are of interest as well as candidates from a fully systematic background. This is a fantastic opportunity to join an elite team in a challenging and rewarding role.


  • In-depth experience (5 years +) and knowledge of developing, implementing and managing systematic strategies across asset classes.
  • Deep knowledge and experience of quantitative equity research
  • Strong understanding of equity factor research
  • Advanced Quantitative degree such as Master of Science (MSc)/Doctor of Philosophy Degree (PhD) in a numerate and relevant subject such as Economics, Econometrics, Statistics, Financial Engineering etc. Pure >Maths and other relevant courses are also of interest.
  • Strong programming skills in a language such as R, MATLAB or Python etc
  • Previous buy-side is highly preferred
  • Avid reader of literature around quantitative/systematic investment strategies
  • Strong communication skills

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please contact to arrange a call.

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