Point One - Hedge Fund Talent
Equities Quantitative Researcher
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Equities Quantitative Researcher
A leading global multi-strategy hedge fund is seeking an Equities Quantitative Researcher to join a high-performing investment team based in London. This is a front-office role focused on the research, development, and implementation of systematic investment strategies across global equity markets, supporting investment decision-making within a highly collaborative platform.
This position offers direct exposure to experienced Portfolio Managers and the opportunity to contribute innovative investment ideas, develop predictive models, and identify new sources of alpha. The successful candidate will play a key role in signal research, portfolio construction, and the ongoing enhancement of the team's systematic investment process, operating within a fast-paced environment where rigorous analysis and intellectual curiosity are highly valued.
Key Responsibilities
- Research and develop quantitative signals and alpha factors across global equity markets.
- Analyse large fundamental, market, and alternative datasets to identify investable opportunities.
- Design, test, and evaluate systematic investment strategies using robust research methodologies.
- Conduct statistical analysis and backtesting to assess signal effectiveness and portfolio impact.
- Work closely with Portfolio Managers to generate actionable investment insights and support decision-making.
- Develop and enhance research tools, infrastructure, and data pipelines.
- Contribute to portfolio construction, risk management, and performance attribution analysis.
- Identify and evaluate new datasets, methodologies, and machine learning techniques to improve research outcomes.
- Monitor live strategies and investigate performance drivers across portfolios.
- Collaborate with researchers, developers, and investment professionals to improve the overall investment process.
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Requirements
- Approx. 2-8 years of experience within quantitative research, systematic equities, statistical arbitrage, or a related buy-side investment strategy.
- Strong understanding of statistics, probability, data analysis, and quantitative modelling techniques.
- Advanced programming skills in Python and experience working with large datasets.
- Experience developing, testing, and evaluating predictive investment signals or quantitative strategies.
- Knowledge of equity market dynamics, factor investing, and portfolio construction principles.
- Experience applying machine learning, data science, or advanced analytical techniques within a financial context is advantageous.
- Strong analytical and problem-solving skills with excellent attention to detail.
- Ability to thrive in a fast-paced, front-office investment environment and communicate research findings effectively.
- Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Finance, or a related quantitative discipline is preferred.
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Contact Information
For more information contact:
- Thomas Hennelly – thomas@pointonetalent.com
- Graham Murphy – graham@pointonetalent.com
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