Quantitative Researcher

AAA Global is partnering with a leading multi-manager hedge fund to hire a Quantitative Researcher to join its CRB (Central Risk Book) team in London.

This role focuses on mid- to long-term alpha capture (hours to days), alpha blending, and portfolio optimisation, working closely with portfolio managers and trading teams in a fast-paced, research-driven environment.

The Role

You will be responsible for developing and enhancing end-to-end quantitative portfolio strategies, with a strong emphasis on research, optimisation, and execution efficiency. Responsibilities include:

• Developing and maintaining portfolio strategies, including signal construction, risk-adjusted portfolio optimisation, and execution optimisation
• Conducting in-depth quantitative research to generate alpha using statistical models, machine learning, and econometric techniques
• Monitoring CRB portfolios to identify inefficiencies and implementing improvements to enhance performance
• Increasing automation across research and trading processes to improve scalability and efficiency
• Reviewing and applying insights from academic literature, journals, and research papers

What You’ll Bring

• 4+ years of relevant industry experience
• Strong knowledge of mathematics, statistics, and optimisation
• Advanced Python programming skills
• Proven ability to deliver quantitative research both independently and as part of a team
• Strong attention to detail
• Knowledge of global equity market microstructure, transaction cost analysis, and trading system design is highly desirable

Strong Plus

• Deep expertise in portfolio optimisation
• Hands-on applied machine learning experience

How to Apply

To apply, please submit your CV via LinkedIn. A member of the AAA Global team will be in touch with shortlisted candidates.