Alt Data Quantitative Researcher
- Research, develop, and productionize quantitative alpha signals derived from alternative data
- Work with large scale, structured and unstructured alternative datasets across Consumer, TMT, Industrials, and Healthcare (primarily Consumer - CC, email receipts, phone records, etc.)
- Apply niche and market microstructure related datasets to extract tradeable signals, including but not limited to
- Mobile app usage and digital engagement data
- Web traffic, clickstream, and online behavior data
- Stock loan, short interest, and securities lending data
- Fund flow and ownership datasets
- Equity options and derivatives data
- IBES estimates, revisions, and consensus dynamics
- Build daily, continuous, tradeable signals suitable for systematic equity portfolios
- Collaborate closely with the portfolio manager and other researchers on signal blending and risk allocation
- Contribute to portfolio construction, optimization, and turnover management
- Monitor live signal performance, decay, crowding, and regime sensitivity
- Maintain high standards for research robustness in a production trading environment
- Demonstrated experience generating true alpha from alternative data in live, systematic trading portfolios
- Track record of alternative data driven signals achieving strong risk adjusted returns, typically in the ~2.0+ Sharpe range at the signal or sub portfolio level after realistic costs
- Hands on experience with multiple alternative data categories, including both fundamental linked and non fundamental datasets
- Experience working within a quantitative or systematic trading pod structure
- Ability to build daily or higher frequency signals that feed directly into portfolio construction
- Strong statistical and quantitative research background
- Advanced proficiency in Python and a production grade research environment
- Candidates who used alternative data primarily as a research aid for fundamental teams or discretionary insights will not be considered
- Candidates whose work focused on reports, dashboards, or prediction narratives rather than live trading signals will not be considered
- Traditional quant researchers without hands on alternative data experience will not be considered
- Signal blending and ensemble construction across heterogeneous alternative data sources
- Portfolio optimization and constraint based allocation
- Awareness of transaction costs, liquidity, and execution impact
- Experience working with shared signal libraries across multiple researchers
- Join a top tier hedge fund with a high capacity, scalable trading pod
- Build on a mature and proven alternative data framework
- Low strategy risk due to an established research and production process
- Collaborative environment where high quality signals benefit the entire book
- Strong alignment between research contributions and portfolio performance
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.