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Lead Quant Researcher – Cross Asset Investment Insights – Industry Leading Asset Management Firm – London – Permanent

London, UK

Job Type

About The Role

We have a tremendous opportunity to be the first hire for a brand new cross asset Quant Research team in London with one of the top global Asset Management firms.


Company –

This company have been one of the powerhouses of the buy-side arena for many years and pride themselves on a unique balance of working culture and exceedingly high calibre workforce.


Role –

They are currently looking for a key hire to spearhead a brand new function in London for cross asset Investment Analytics. This person will remain very hands-on and involved deeply with research tasks across market data capture, alpha/signal generation and devising new strategies. There will also be PoC work around how Machine Learning can be applied to their broad portfolio of investments.

As the team grows, this person will take on mentorship & management responsibilities as well as owning key business relationships across the firm.


Requirements –

  • Solid knowledge of Equities or Fixed Income, or a combination of both ideally.

  • Sound background in setting up quant research pipelines to enable efficient alpha generation and track record of delivering value to trading desks.

  • Strong experience with Python ideally.

Benefits –

  • Flexible and highly stimulating environment

  • Lucrative compensation

Please contact Samuel.Haydon@stanfordblack.com for more information.

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