Quant Researcher - Larson Maddox - eFinancialCareers : Job Details

We are seeking a Quantitative Researcher to join a collaborative systematic equities team in London, focusing on delta-1 trading, crowding & positioning strategies, and alternative data-driven research. The role involves working alongside a Senior Portfolio Manager (SPM) to develop and enhance systematic investment strategies through data-driven alpha generation and portfolio optimisation.

• Conduct alpha research with a primary focus on crowding, positioning, and liquidity-driven strategies in delta-1 markets.
• Develop and refine systematic trading signals by analysing alternative data-sets, market positioning trends, and fund flows.
• Implement statistical and machine learning models to extract actionable insights from structured and unstructured data sources.
• Collaborate with the SPM in strategy design, portfolio construction, and execution optimisation, ensuring strategies are scalable and robust.
• Backtest and validate models across multiple equity markets, ensuring integration into live trading frameworks.

• Strong programming and research skills in Python.
• Experience working with large datasets, including alternative data, positioning data, and crowding analytics.
• Strong quantitative/statistical modelling background, with an understanding of market microstructure and liquidity dynamics.

• 3-5 years of experience in a systematic equity research role, ideally focused on delta-1 trading, crowding/positioning analytics, or alternative data research.
• Experience in statistical arbitrage or factor-based equity strategies.
• Strong understanding of market structure, liquidity, and flow-driven dynamics.

• Strong economic intuition and critical thinking, with the ability to translate complex datasets into alpha-generating signals.
• Prior experience building systematic strategies within a hedge fund, prop desk, or quant asset manager.
• Product experience in event-driven, sentiment-based, or alternative data models.

As soon as possible.