Platinum & Partners is working with a leading systematic hedge fund to identify an exceptional Quantitative Researcher to join their alpha generation team in London. The fund runs systematic strategies across equity and cross-asset markets, with a strong research culture, serious data infrastructure and a direct line from research to live deployment. This is a pure research role. You will own your signals from ideation through to production, no gatekeepers, no committee approval, no running other people's ideas.
THE ROLE
- Research, develop and deploy systematic trading signals across equity and cross-asset markets
- Build and own the full research pipeline: data sourcing, feature engineering, signal construction, backtesting and live implementation
- Integrate alternative data sets into systematic alpha - satellite, NLP, web-scraped, proprietary
- Apply machine learning and statistical techniques to signal generation and portfolio construction
- Collaborate closely with quant developers to bring research into live execution
- Operate with genuine research autonomy within a high-calibre systematic team
WHAT THEY ARE LOOKING FOR
- PhD in Mathematics, Physics, Statistics, Computer Science or a closely related quantitative discipline
- Demonstrable experience generating systematic alpha- live P&L attribution is highly valued, strong backtested research will be considered
- Strong Python skills across the full research stack; familiarity with C++ a plus
- Hands-on experience with machine learning applied to financial data -signal generation, feature engineering, regime detection
- Deep understanding of transaction costs, market microstructure and realistic simulation
- A research mindset that is rigorous, sceptical and obsessed with out-of-sample robustness
- Experience within a systematic hedge fund, prop desk or quantitative asset manager preferred; strong PhDs moving from academia considered
WHY THIS ROLE
- Your alpha trades. Direct pipeline from research to live deployment
- Compensation tied to your contribution - base £180k–£300k, bonus structured around research performance
- Serious data and compute infrastructure- HPC, clean tick data, alternative data budget
- Small, elite research team - no politics, no bureaucracy
- One of the most intellectually demanding and rewarding environments in systematic finance