Systematic Researcher - Global Hedge Fund 4-6 Years’ Experience/ London £ High

What You’ll Do: • Conduct end-to-end research on systematic strategies across liquid asset classes (equities, futures, FX, or rates). • Leverage large datasets, machine learning techniques, and advanced statistical modelling to uncover persistent sources of alpha. • Collaborate closely with other researchers, portfolio managers, and technologists in a highly integrative research culture. • Iterate and improve signal construction, portfolio optimization, and risk models with access to world-class infrastructure and tooling. What We’re Looking For: • 4–6 years of systematic research experience at a top collaborative hedge fund (e.g., Two Sigma, AQR, PDT, etc.). • Deep expertise in alpha signal research, with a proven track record of contributions to production strategies. • Strong programming skills in Python (or similar), and comfort working with large, noisy datasets. • A highly analytical mindset with fluency in statistics, probability, and time-series analysis. • Advanced degree (Master’s or PhD) in a quantitative discipline preferred, but not required. Why This Role: • Join a high-conviction, low-politics team that values idea meritocracy and intellectual honesty . • Work alongside researchers and PMs who are genuinely collaborative — not siloed or secretive. • Access deep resources and institutional-grade infrastructure to bring ideas to life quickly and at scale. • Significant upside and career growth for researchers who drive real impact.