About the Role

We’re hiring a Quant Researcher to join a leading equity stat-arb team. You’ll design, backtest, and optimise market-neutral strategies across developed markets, leveraging clean and unique alpha datasets. You’ll work in a fully collaborative environment where new ideas are deployed in live trading within days, not months.

About the Firm

This is a deeply quantitative and research-first hedge fund, built on scientific exploration and proprietary infrastructure. With a focus on short- to medium-term alpha, this firm combines bleeding-edge compute with deep market intuition. Transparent PnL attribution and collaborative IP sharing make this a uniquely team-driven environment.

About You

• PhD or MSc in a quantitative field (maths, physics, stats, etc.)

• Strong research portfolio in signals, optimisation, or machine learning

• Hands-on experience with Python, pandas, NumPy; bonus: C++ for performance

• Previous experience in a trading or research role a strong advantage

Cordless Resourcing is acting as an employment agency in relation to this vacancy. We are an equal opportunities recruiter and welcome applications from all suitably qualified individuals, regardless of background, belief, or identity. All applications will be handled in line with our privacy policy and in accordance with UK GDPR guidelines.