A systematic hedge fund is seeking a Quantitative Researcher on a 6–9 month contract to contribute to signal development and strategy research during a period of team expansion. This is a rare contract research role — suitable for a senior quant researcher comfortable working across the full research lifecycle on a fixed-term basis.
About the Engagement:
You will work directly with the Head of Research and senior PMs, contributing original research on alpha signals, systematic strategy development, and backtesting. The engagement covers a defined research roadmap with clear deliverables — likely focused on a specific strategy vertical (equity, FX, or multi-asset, depending on current priorities).
Key Responsibilities:
• Conduct original research into alpha signal development across equity or macro markets
• Build and evaluate systematic strategies using the firm's existing research infrastructure
• Perform rigorous backtesting, out-of-sample validation, and signal decay analysis
• Produce research notes documenting methodology, results, and conclusions
• Collaborate with permanent researchers and PMs on live strategy integration
• Contribute to improvements in the research framework and analytical tooling
Required Experience:
• 4+ years of systematic quant research experience at a hedge fund or prop trading firm
• Proven track record developing live alpha signals with demonstrable production impact
• Strong Python skills; experience with C++ advantageous
• Deep knowledge of statistical modelling, time series analysis, and backtesting best practices
• Comfortable working as an independent contributor with minimal on-boarding time
• PhD in a quantitative discipline strongly preferred
Contract Details:
• Duration: 6–9 months
• Rate: £900–£1,300/day depending on seniority and track record
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