Quantitative Researcher – Signal Development & Strategy Research | Systematic Fund | London

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