Junior Quantitative Researcher - PhD

My client are a leading quantitative hedge fund seeking a Junior Quantitative Researcher to join its core research group. This is a rare opportunity to work alongside some of the strongest academic quants in the industry, developing cutting-edge systematic trading strategies powered by advanced machine learning and alternative data.

About the Role

As a Junior Quantitative Researcher, you will contribute across the full research lifecycle, including:

• Designing and implementing robust data-ingestion pipelines
• Exploring and integrating both financial and alternative datasets
• Developing ML-driven signals, including NLP and LLM-based approaches
• Conducting alpha research and hypothesis testing
• Building, refining, and evaluating systematic trading strategies
• Running large-scale backtests and portfolio optimisations
• Collaborating closely with senior researchers on high-impact research initiatives

This role offers significant autonomy, access to exceptional computing resources, and the opportunity to contribute to the fund’s next generation of systematic strategies.

Ideal Candidate Profile

• PhD (or Postdoctoral experience) in a highly quantitative field such as Machine Learning, Statistics, Computer Science, Applied Mathematics, Physics, Engineering, or related disciplines
• Research directly related to machine learning (e.g., deep learning, NLP, reinforcement learning, generative models) is strongly preferred
• Strong programming skills with proficiency in Python; experience with additional languages (e.g., C++, Java, etc.) is a plus
• Previous experience in quantitative finance (internship or full-time) at a hedge fund, prop-trading firm, or trading desk is a strong advantage
• Demonstrated ability to tackle open-ended research problems, work with large datasets, and develop end-to-end analytical or ML pipelines
• Comfortable working in a highly collaborative, intellectually rigorous research environment

What They Offer

• The chance to work with an elite group of PhD-level researchers at one of the world’s most successful quant funds
• A high-impact role where your research directly contributes to trading performance
• Access to vast datasets, world-class infrastructure, and top-tier research tools
• Competitive compensation, excellent benefits, and a culture focused on innovation and scientific excellence