Quantitative Researcher - Alpha Research
Alpha Generation Quantitative Researcher
Leading Systematic Trading Firm | London / Paris / New York / Singapore
One of the world's leading systematic trading firms is seeking exceptional Alpha Generation Quant Researchers to join its global research platform.
The firm is entirely systematic, operating across multiple asset classes and global markets, with a singular focus on identifying and scaling predictive signals. Researchers are provided access to vast proprietary and alternative datasets, world-class infrastructure, and a highly collaborative environment where ideas move rapidly from research to production.
This is an opportunity to own the full research lifecycle, from idea generation and data exploration through to portfolio implementation and performance monitoring.
The Role
As a Quant Researcher, you will be responsible for developing and enhancing alpha signals that drive investment decisions across global markets.
Key responsibilities include:
- Research, develop, and implement predictive trading signals across diverse asset classes.
- Analyse large, complex datasets to identify statistically significant market opportunities.
- Apply advanced statistical, machine learning, AI, and data science techniques to uncover new sources of alpha.
- Own the full research process from hypothesis generation, testing, validation, implementation, and ongoing monitoring.
- Partner closely with portfolio managers, technologists, and fellow researchers to continuously improve research methodologies and production systems.
- Evaluate signal robustness and monitor live performance to ensure long-term effectiveness.
What They're Looking For
- Proven experience generating alpha within a systematic investment or trading environment.
- Strong academic background in Mathematics, Statistics, Physics, Computer Science, Engineering, Data Science, or a related quantitative discipline.
- Deep understanding of statistics, machine learning, AI, NLP, or other advanced quantitative modelling techniques.
- Advanced programming skills in Python, C++, R, or similar research-focused languages.
- Experience working with large-scale structured and alternative datasets.
- Track record of developing and deploying successful systematic trading strategies.
- Strong intellectual curiosity and a passion for solving complex, data-driven problems.
- Ability to thrive in a highly collaborative, research-intensive environment.
Why Join?
- Join one of the most respected systematic trading firms globally.
- Asset-agnostic research platform with opportunities across equities, futures, fixed income, commodities, FX and alternative datasets.
- Access to unparalleled datasets, technology, and computing resources.
- Work alongside some of the industry's leading quantitative researchers and portfolio managers.
- Significant autonomy, research ownership, and direct impact on trading performance.
- Highly competitive compensation structure with substantial upside linked to performance.
If you've successfully generated alpha within a systematic environment and are looking for a platform where research is genuinely valued, this represents one of the most compelling opportunities in the market today.
FAQs
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