Quantitative Researcher

CompanyAAA Global

LocationLondon Area, United Kingdom

Posted At1/14/2026

UK Visa Sponsorship Analytics

Occupation Type

Business and related research professionals

Occupation Code Skill LevelHigher Skilled

Sponsorship Salary Threshold

£41,700 (£21.38 per hour)

Standard minimum applies

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Description

Systematic Equity Portfolio Construction Quantitative Researcher

Location: London

Fund Type: Multi-Strategy Hedge Fund

Team: Systematic Equities / Central Quant

Role Overview

We are looking to hire a Systematic Equity Portfolio Construction Quantitative Researcher to join our systematic equities platform. The role focuses on designing and improving portfolio construction, optimisation, and risk management frameworks for alpha signals generated by machine learning and quantitative research teams.

You will work closely with systematic PMs and researchers to translate predictive signals into robust, scalable portfolios, optimising risk-adjusted returns while accounting for turnover, transaction costs, liquidity, and capacity constraints.

Key Responsibilities

Design and maintain portfolio construction and optimisation frameworks for systematic equity strategies.
Translate machine-learning-based alpha signals into investable portfolios with appropriate sizing and risk controls.
Research and implement risk-aware optimisation techniques

(mean-variance, risk parity, CVaR, drawdown-aware and robust optimisation).

Build cross-sectional and time-series risk models, including factor exposure control and correlation management.

Develop turnover, transaction cost, and liquidity-aware portfolio construction methods.

Perform stress testing, scenario analysis, and regime-based risk analysis.

Partner with PMs to refine signal weighting, portfolio constraints, and rebalancing logic.

Productionise research in collaboration with engineering and trading teams.

Required Qualifications

3–7 years of experience in systematic equity research, portfolio construction, or quantitative risk within a hedge fund, asset manager, or proprietary trading firm.
Strong academic background in Mathematics, Statistics, Computer Science, Engineering, or a related quantitative discipline.
Advanced Python skills (NumPy, pandas, SciPy, optimisation libraries); Python is a must.
Solid understanding of portfolio theory, optimisation, and equity market microstructure

Ability to communicate quantitative concepts clearly to PMs.

Preferred Experience

Experience applying machine learning to portfolio construction, signal blending, or regime detection.
Familiarity with transaction cost modelling (TCM) and capacity analysis.
Exposure to multi-PM / pod-based platforms.
Experience with large-scale data pipelines and research infrastructure.
Knowledge of alternative risk measures and tail-risk modelling.

What We Offer

Direct ownership of portfolio construction and risk frameworks for systematic equity strategies.
Close collaboration with senior systematic PMs and researchers.
Competitive compensation with strong performance-based upside.
A highly technical, research-driven environment with real impact.
Long-term career progression within a leading multi-strategy hedge fund.

Please email your CV to steven@aaaglobal.co.uk if you are interested in this role.