Platinum & Partners — Quant & Systematic Recruitment

Quant Researcher Jobs — Hedge Funds, Asset Managers & Prop Desks

Specialist Quantitative Researcher Recruitment

Quantitative Researchers are the engine of every systematic fund. They generate alpha — designing, testing and refining the signals and models that drive returns. Demand for exceptional Quant Researchers has never been higher, and the best opportunities are never advertised publicly. Platinum & Partners is the specialist quant recruiter that places Quant Researchers, Alpha Researchers, Signal Developers and ML Researchers at the world's leading systematic hedge funds, multi-strategy platforms and quantitative asset managers. Founded by Tabby Kaan with Senior Consultant Parminder Mann — we work exclusively in quant and systematic, and every mandate is led personally by Tabby.

The Role

A Quantitative Researcher at a hedge fund or systematic asset manager is responsible for researching, developing and maintaining systematic trading strategies. This means generating signal ideas, rigorously backtesting them, evaluating their statistical robustness across different market regimes, and working with the execution and portfolio construction teams to deploy capital effectively. Senior Quant Researchers lead research agendas, mentor junior researchers, and are often responsible for a discrete portion of a fund's alpha engine. The best quant researchers combine deep statistical and mathematical knowledge with strong programming ability — typically Python, R, or MATLAB for research, and C++ for production — and a genuine curiosity about markets.

Roles We Place

  • Alpha Researcher — Statistical arbitrage, market neutral, systematic equity
  • Signal Developer — Alpha signal generation, factor research, feature engineering
  • Quantitative Researcher — Mid-frequency, low-frequency, cross-asset systematic
  • Machine Learning / AI Quant Researcher — ML models, RL, NLP, alternative data
  • Systematic Macro Researcher — Global macro systematic, rates, FX, commodities
  • Fixed Income & Rates Quant Researcher — Relative value, credit, fixed income systematic
  • Volatility Researcher — Systematic options, volatility surface modelling, variance trading
  • Alternative Data Researcher — Alternative data sourcing, NLP, satellite, web data signals
  • HFT Quant Researcher — Microstructure, order flow, ultra-high frequency signal research
  • PhD Researcher (Academia to Finance) — Transition from academic research into systematic finance

Where We Place

  • Systematic hedge funds ($500M – $50B+ AUM)
  • Multi-strategy platforms with dedicated quant pods
  • Pure-play statistical arbitrage funds
  • High-frequency trading firms
  • Systematic macro managers and CTAs
  • Quantitative asset managers (factor, smart beta, systematic equity)
  • Family offices building in-house quant research capability

Key Skills & Technologies

Python (NumPy, Pandas, SciPy, scikit-learn)R or MATLAB for statistical researchC++ for production systemsStatistical modelling and time-series analysisBacktesting methodology and overfitting controlsMachine learning and deep learning frameworksSignal-to-noise analysis and alpha decayTransaction cost modellingPhD in Mathematics, Statistics, Physics, CS or Engineering

Quant Researcher Jobs — Salary & Compensation Guide 2026

Live market data from Platinum & Partners mandates. London unless stated. Contact Tabby Kaan for role-specific benchmarks.

LevelBase SalaryTotal Comp (incl. bonus)Notes
Junior Quant Researcher (0–3 years)£80,000 – £130,000£120,000 – £220,000Base + year-1 guarantee common for PhDs
Mid-Level Quant Researcher (3–6 years)£150,000 – £280,000£250,000 – £550,000+P&L attribution begins; bonus tied to strategy performance
Senior Quant Researcher (6–10 years)£250,000 – £450,000£450,000 – £1,200,000+Carry / co-investment access at senior levels
Lead / Head of Research (10+ years)£350,000 – £700,000£800,000 – £3,000,000+Significant carry; P&L share on managed capital

New York typically runs 15–25% above London. Singapore is narrowing the gap rapidly. Figures based on Platinum & Partners placement data 2025–2026.

Strategies & Functions We Recruit For

Statistical Arbitrage (Stat Arb)
Market Neutral & Long/Short Systematic
High Frequency Trading (HFT)
Systematic Global Macro
Machine Learning & AI-Driven Alpha
Fixed Income & Rates RV
Volatility & Systematic Options
CTA / Managed Futures (Trend Following)
Factor Investing & Smart Beta
Alternative Data & NLP Strategies

Frequently Asked Questions

What qualifications do quant researchers at hedge funds need?

Most systematic hedge funds require a PhD (or occasionally a strong MSc) in mathematics, statistics, physics, computer science, or a quantitative engineering discipline. The key skills are rigorous statistical thinking, strong programming ability (Python, C++), and the ability to generate, test and evaluate novel trading signals with proper statistical discipline. Published research, competition performance (Kaggle, WorldQuant), or a demonstrable track record of generating alpha in a prior role are highly valued.

How much do quant researchers earn at hedge funds in London in 2026?

In 2026, mid-level Quant Researchers in London with 3–6 years of experience command £150,000–£280,000 base with total compensation (including bonus and P&L attribution) of £250,000–£550,000+. Senior Quant Researchers with 6–10 years earn £250,000–£450,000 base with total packages often exceeding £1M at top funds. New York runs 15–25% higher. For current benchmarks specific to your background, contact Tabby Kaan at tabby@platinumandpartners.com.

Are quant researcher jobs at hedge funds advertised publicly?

The majority of senior quant researcher roles at top systematic hedge funds are never publicly advertised. Funds protect their research IP — they do not want competitors to know they are building a new strategy or replacing a researcher. Access comes through a specialist network. Platinum & Partners maintains direct relationships with Heads of Research and CIOs at the world's leading systematic funds, giving candidates access to roles invisible to the public market.

What is the difference between a quant researcher and a systematic portfolio manager?

A Quant Researcher develops the signals, models and strategies — the research and alpha generation function. A Systematic Portfolio Manager is responsible for deploying capital using those signals, managing risk, and optimising the live portfolio. At some funds the roles overlap; at larger multi-strategy platforms they are distinct. Quant Researchers are evaluated on the quality and originality of their signals; Systematic PMs are evaluated on live P&L and risk-adjusted returns.

Hiring a Quant Researcher?

Speak to Tabby Kaan directly. Retained, exclusive and contingency mandates — 48–72 hours to initial longlist. London, New York, Singapore, Hong Kong and global systematic investment centres.

Looking for a Quant Researcher Role?

Register confidentially with Platinum & Partners. We never circulate your CV without permission. Direct access to the off-market roles at the world's best systematic funds.

Tabby Kaan — Founder & Managing Partner  |  tabby@platinumandpartners.com  |  +44 (0)203 941 9113