Quantitative Researcher – Top-Tier Systematic Hedge Fund (London)
We are exclusively partnered with a leading systematic hedge fund in London seeking a Quantitative Researcher to join their world-class team.
This is an exceptional opportunity to work at the intersection of machine learning, data science, and financial markets, contributing to the design and development of next-generation systematic trading strategies. The firm values creativity, collaboration, and intellectual curiosity, and offers a platform where researchers can make a visible impact across the business.
Key Responsibilities:
Conduct advanced quantitative research using large-scale financial and alternative datasets.
Design, develop, and deploy systematic trading models driven by data science and machine learning innovation.
Apply cutting-edge statistical and ML techniques (including supervised, unsupervised, and reinforcement learning) to uncover patterns and generate actionable insights.
Collaborate closely with researchers, engineers, and portfolio managers in an agile, idea-driven environment.
Present research outcomes to both technical and investment teams, helping shape strategic decision-making.
Ideal Candidate Profile:
PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or another quantitative field.
Deep expertise in machine learning, data science, and statistical modelling.
Strong programming skills in Python (or a similar research-oriented language).
A highly analytical and collaborative mindset, eager to contribute in a fast-paced, intellectually rigorous setting.
Prior financial experience is not required – the team welcomes candidates from non-financial backgrounds who bring a fresh perspective and a passion for applying data science to complex problems.
If you’re looking to join a highly collaborative and agile team, where your ideas will be heard and your work will have tangible visibility across the firm, we’d love to hear from you.
To apply, please send your CV to quantresearch@octaviusfinance.com.