Quantitative Research · Portfolio Management · Systematic Trading · Hedge Funds
Systematic Hedge Fund / Quant Asset Manager. 6–12 months. London (on-site, some flexibility).
A systematic fund requires an interim Head of Quantitative Research to provide senior research leadership during a defined transition, covering a departure, parental leave, or the bridge to a permanent appointment. This is a hands-on leadership engagement: owning the research agenda, keeping the team productive, and protecting the integrity of the research process while continuity is secured.
You will manage a team of researchers, own the research roadmap and prioritisation, review methodology and signal quality, and interface directly with the CIO and PMs on strategy direction. Candidates must have led a quant research function at a systematic hedge fund, multi-strategy platform, or quant asset manager, with a personal track record of live alpha before moving into leadership. This is not a first management role — the client needs someone who has already run a research team through live P&L.
What they need:
→ Prior Head of Research, Research Lead, or senior PM-with-research-oversight experience at a systematic fund, multi-strat platform, or quant asset manager
→ Personal track record of live, production alpha before moving into leadership
→ Ability to lead, mentor, and quality-review a research team from day one
→ Strong grasp of the full research lifecycle — signal ideation, backtesting, validation, live integration, decay monitoring
→ Fluent stakeholder management with CIO/PM level
→ PhD in a quantitative discipline preferred; strong Python, C++ familiarity beneficial
Contract Details:
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