Quantitative Researcher - Systematic / Mid-Frequency Trading - Hedge Fund

The ClientMy client is a dynamic and fast moving Systematic Trading business headquartered in Mayfair, London. Their focus has traditionally been on low and mid-frequency Systematic Futures, FX & Rates, however they are now looking to expand their research into the Equities space.They are looking for a strong Quantitative Researcher with in-depth experience of Systematic Equities or Macro markets to lead the research and build of new strategies.What You'll GetAn opportunity to work in one of the most exciting Systematic Trading businesses in the City.An opportunity to join a strong team with a very high talent density presenting lots of opportunity for learning and development.Incredible career progression opportunities with potential access to all areas of the business.A market leading compensation package including generous basic salary and annual bonus.Benefits including pension, private healthcare, life assurance and 25 days vacation.What You'll DoConduct in-depth quantitative research to develop and enhance systematic Macro and Equity strategies.Analyse large, complex datasets to identify predictive signals and market inefficiencies.Design, test, and validate alpha models using robust statistical and machine learning techniques.Collaborate with portfolio managers and engineers to implement strategies into production.Monitor and evaluate model performance, ensuring robustness and scalability.Stay current with academic research and industry developments in quantitative finance and equities markets.What You'll NeedA Masters or PhD from a top-tier university in Mathematics, Statistics, Computer Science, or equivalent STEM degree.Solid experience in Macro or Equities Systematic Trading.Solid track record of trade idea generation, original research and strategy development.Proficiency in back-testing, simulation, and statistical techniques.Experience working with large datasets and data analysis tools.Strong programming skills in Python and/or C++.