Systematic Quant Researcher

Quantitative Researcher – Systematic TradingA leading systematic trading team is looking to add a Quantitative Researcher to work across alpha generation, portfolio construction and optimisation, focused on mid-frequency US equities.This is a risk-taking seat, working directly with the Portfolio Manager and taking research from idea generation through to live deployment. The role offers clear visibility into strategy performance and PnL, with the opportunity to take increasing ownership of risk and ultimately manage your own book.What You'll DoResearch and develop systematic alpha strategies across mid-frequency US equitiesWork across portfolio construction, optimisation and riskPartner directly with the Portfolio Manager on research and trading decisionsTake strategies from research through deployment and live tradingAnalyse strategy performance with clear transparency around PnLBuild towards greater ownership of risk and potentially managing your own bookWhat You'll Bring5+ years of alpha-generation experienceMaster's or PhD in a highly quantitative disciplineExperience developing systematic signals, predictive models or trading strategiesStrong understanding of portfolio construction/optimisationStrong statistical and mathematical foundationsAdvanced Python skillsDirect US equities experience is not essential. The team is happy to consider strong researchers who have generated alpha across other asset classes or products and is happy to work with equities.First-year compensation is guaranteed, with year two moving to a formulaic share of performance, with the percentage agreed based on experience, contribution and level of risk ownership.