£150,000 - 200,000 GBP

Performance Related Bonuses

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

My client is a leading global hedge fund seeking a Quantitative Researcher to join its research team in London. This is an opportunity for an academic researcher (ideally a postdoctoral researcher or professor) to apply cutting-edge research in a highly collaborative, intellectually rigorous investment environment.

The successful candidate will join a core research group that sits close to senior management and works across multiple trading teams globally. The team operates much like an elite academic research department within the firm: developing high-level strategic research initiatives, exploring novel methodologies, and advancing the firm’s long-term quantitative capabilities.

This position is designed for individuals who remain deeply connected to academia and are motivated to act as a bridge between academic research and real-world financial applications. The firm values ongoing academic engagement, including publishing, conference participation, and collaboration with universities.

Key Responsibilities: *Conduct high-impact, original research with long-term strategic value to the firm
*Develop and evaluate new quantitative methodologies and theoretical frameworks
*Explore and integrate novel datasets, including alternative and non-traditional data sources
*Apply and advance state-of-the-art machine learning and statistical techniques
*Collaborate with trading teams on complex research initiatives
*Build and maintain academic relationships, fostering partnerships between the fund and leading research institutions
*Advise senior management on emerging trends in quantitative research and data science
Candidate Profile: *PhD in Mathematics preferred; exceptional candidates from Statistics, Physics, Computer Science, or related quantitative disciplines will also be considered
*Postdoctoral researcher or professor strongly preferred
*Demonstrated record of high-quality academic research (publications in leading journals a plus)
*Deep theoretical grounding combined with strong applied problem-solving ability
*Expertise in areas such as probability theory, statistical inference, optimization, machine learning, or high-dimensional data analysis
*Strong programming skills (e.g., Python, C++, or similar)
*Prior finance or quantitative industry experience is a strong plus
Ideal Characteristics: *Intellectually curious with a long-term research mindset
*Comfortable operating in a collaborative, interdisciplinary environment
*Motivated to translate academic insight into practical impact
*Interested in maintaining active ties to academia while engaging with industry
Why Join?: *Work within a globally respected hedge fund at the forefront of quantitative innovation
*Collaborate with world-class researchers and experienced trading teams
*Access to unique datasets and substantial computational resources
*Influence firm-wide research direction without direct risk-taking responsibilities
*Competitive compensation aligned with leading global standards