Description

We are exclusively partnered with a leading systematic hedge fund in London seeking a Quantitative Researcher to join their world-class team.

This is an exceptional opportunity to work at the intersection of machine learning, data science, and financial markets , contributing to the design and development of next-generation systematic trading strategies. The firm values creativity, collaboration, and intellectual curiosity, and offers a platform where researchers can make a visible impact across the business .

Key Responsibilities:

• Conduct advanced quantitative research using large-scale financial and alternative datasets.
• Design, develop, and deploy systematic trading models driven by data science and machine learning innovation.
• Apply cutting-edge statistical and ML techniques (including supervised, unsupervised, and reinforcement learning) to uncover patterns and generate actionable insights.
• Collaborate closely with researchers, engineers, and portfolio managers in an agile, idea-driven environment .
• Present research outcomes to both technical and investment teams, helping shape strategic decision-making.

Ideal Candidate Profile:

• PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or another quantitative field.
• Deep expertise in machine learning , data science , and statistical modelling .
• Strong programming skills in Python (or a similar research-oriented language).
• A highly analytical and collaborative mindset, eager to contribute in a fast-paced, intellectually rigorous setting.
• Prior financial experience is not required - the team welcomes candidates from non-financial backgrounds who bring a fresh perspective and a passion for applying data science to complex problems.

If you're looking to join a highly collaborative and agile team , where your ideas will be heard and your work will have tangible visibility across the firm , we'd love to hear from you.

To apply, please send your CV to quantresearch@octaviusfinance.com .