Quantitative Research · Statistical Arbitrage · Machine Learning / AI · Hedge Funds
Systematic Hedge Fund. 6–9 months, potential permanent conversion. London (hybrid).
A systematic hedge fund is seeking an interim Quant Researcher to contribute original signal and strategy research through a period of team expansion, covering a defined research roadmap while a permanent hire is finalised. This is a rare contract research seat — genuine alpha work, not platform support — for a senior researcher who can land with minimal onboarding and deliver against a clear brief.
You will work directly with the Head of Research and senior PMs on alpha signal development, backtesting, and out-of-sample validation across a specific strategy vertical (equity, macro, or multi-asset, depending on current priorities). This role is for researchers with a live production track record at a systematic hedge fund, quant asset manager, or prop desk. Academic or backtesting-only backgrounds without demonstrable live-strategy impact are unlikely to be the right fit.
What they need:
→ 4+ years systematic quant research at a hedge fund, quant asset manager, or prop desk
→ Proven track record developing live alpha signals with demonstrable production impact
→ Strong Python; C++ advantageous
→ Deep knowledge of statistical modelling, time-series analysis, signal decay, and backtesting best practice
→ Comfortable as an independent contributor with minimal onboarding
→ PhD in a quantitative discipline strongly preferred
Contract Details:
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