We're partnering with one of the world's leading institutional investment firms to expand a world-class Quantitative Research & Development team.

This isn't a traditional software engineering role, and it isn't a quant trading position. We're looking for researchers who enjoy asking difficult investment questions, developing original ideas, and building the technology to test and deploy them. You'll work at the intersection of quantitative research, machine learning and large-scale financial data, helping transform research concepts into production-ready investment capabilities.

We're particularly interested in people who have:

Developed original quantitative investment research or systematic strategies. Built and validated models using large financial or alternative datasets. Strong programming skills in Python (C++ or q/kdb+ is beneficial). Experience applying machine learning, statistics or optimisation to real investment problems. Built research platforms, data pipelines or analytical tools used by investment teams. MSc or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering or a related quantitative discipline.

Ideal backgrounds include:

Quantitative Research Systematic Investing Research Engineering Machine Learning Financial Data Science Quantitative Development (research-focused) AI applied to investment research

We're less interested in candidates whose experience is primarily focused on execution algorithms, market making or trading infrastructure.