Quant Researcher - Industry-Specific KPI Signals

A leading $5Bn hedge fund is bringing on a new Portfolio Manager in London. This new pod runs fundamental L/S equity strategies. They are looking for a Quantitative Researcher to support this buildout. The hire will be responsible for finding alpha signals from alternative, market, and traditional datasets, relying on Machine Learning models. The hedge fund prides itself on providing high quality data and infrastructure for trading, ensuring strategies can be developed and begin running quickly. Responsibilities Generating alpha signals from traditional market and alternative data. Supporting the development of a robust framework for signal generation, optimisation, and back-testing. Contributing to the research and trading pipeline, including Risk and Factor Modelling. Requirements Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering. Demonstrated experience with leveraging Machine Learning models to generate signals from traditional and alternative data. Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#. Experience with global healthcare stocks required.

Location: London, GB

Posted Date: 5/1/2025