Job Description

Role Overview

Sandbar Asset Management LLP, an established Global Market Neutral Equity Hedge Fund, is looking for a Junior Quantitative Analyst / Data Scientist to join its London-based investment team. Founded by Michael Cowley—formerly of Citadel and Millennium—Sandbar specializes in an investment philosophy that merges rigorous bottom-up fundamental research with sophisticated data inputs.The firm’s core strategy involves leveraging proprietary models to forecast investment outcomes and capture intra-sector alpha across both long and short equity positions.

As a Junior Quant, you will be deeply embedded within the investment and quantitative teams. This role provides a unique vantage point to master a market-neutral investment style while delivering tangible contributions to the real-time analysis of global equity markets. You will be expected to bridge the gap between raw data, fundamental stock models, and portfolio risk management.

Responsibilities:

Programming & Infrastructure: Maintain and evolve the firm’s proprietary Python libraries and SQL databases (MS SQL Server), including stored procedure development.
Fundamental Support: Assist senior analysts in building and refining fundamental stock models and valuation frameworks.
Quantitative Analysis: Execute precise financial modeling, including correlation studies, trend detection, and multi-factor valuation analysis.
Strategy Back-testing: Partner with Portfolio Managers to back-test new signals and trading strategies upon request.
Risk & Reporting: Enhance comprehensive risk reports covering liquidity, P&L attribution, Beta, and specific risk factors to maintain portfolio integrity.
Data Engineering: Monitor and scrape alternative data from various web sources to identify new alpha-generating opportunities.

Qualifications:

Academic Background: A stellar academic record in a quantitative field (Mathematics, Statistics, Computer Science, or Engineering).
Technical Mastery: Professional-level Python skills (specifically Pandas, NumPy, and SciPy) and advanced Excel/VBA capabilities.
Database Skills: Intermediate SQL proficiency, including experience with Oracle or SQL Server environments.
Market Knowledge: Practical experience or a deep understanding of equity markets and stock-specific modeling.
Soft Skills: High level of precision, the ability to work independently, and a strong drive to learn within a high-pressure hedge fund environment.
Bonus: Prior exposure to alternative data sets is considered a significant advantage.

Job Data Table

Category	Details
Company Name	Sandbar Asset Management LLP
Location	London, United Kingdom
Locality	Marylebone / Mayfair Area
Country	United Kingdom
City	London
Region	Europe
Job Type	Part-time / Contractor (Internship Opportunity)
Salaries	Competitive Hourly/Pro-rata Rate
Experience Level	Junior / Internship
Travel	None
Language	English
Benefits	Mentorship from Tier-1 Fund veterans, high-impact projects

Skills & Competency Table

Key Skill	Level
Python (Pandas, NumPy, SciPy)	Expert
SQL (Stored Procedures/MS Server)	Intermediate
Excel & VBA	Expert
Equity Financial Modeling	Advanced
Data Scraping & Alt-Data	Advanced
Risk Factor Analysis (Beta/Liquidity)	Intermediate

Salaries Pay Calculator Table

Monthly Rate (Est.)	Annual Pro-rata	Total Compensation	Notes
£3,500	£42,000	£42,000	Standard for high-tier London hedge fund internships.
£4,500	£54,000	£54,000	Median for candidates with prior alt-data or fund experience.
£5,500+	£66,000+	£66,000+	Upper-tier for PhD-level or high-frequency coding skills.

Job Summary

This London-based internship/contractor role at Sandbar Asset Management involves supporting a Market Neutral Equity Fund through Python programming, SQL database management, and financial modeling. You will back-test strategies for Portfolio Managers and scrape alternative data to find alpha. Requires strong Python/VBA skills and a top-tier quantitative degree.

5 FAQs

What is the investment style of Sandbar? It is a Global Market Neutral Equity Hedge Fund focusing on intra-sector alpha.
What programming languages are required? High proficiency in Python (Pandas/NumPy) and Excel/VBA is essential.
Is this a permanent role? The posting specifies “Internship Opportunities” and “Part-time/Contractor” status.
Who will I report to? You will work closely with the senior investment and quantitative teams.
Does the role involve web scraping? Yes, a core duty involves monitoring and scraping websites for alpha opportunities.

Expert Analysis

In 2026, Market Neutral strategies are the primary defense against macro volatility. For a Sandbar Junior Quant, the real value lies in Alternative Data —extracting signals from non-traditional sources to predict fundamental shifts before they hit the tape. Mastering the “Python-to-SQL” pipeline for alpha extraction is your ticket to a full-time seat at a Tier-1 fund.

Location & Logistics Guide

Sandbar is located in London, the global epicenter for hedge fund talent.Based in the heart of the financial district, the office provides proximity to major exchanges and data providers. This junior position is on-site, allowing for direct mentorship from veteran CIOs and Portfolio Managers. Wikipedia URL:https://en.wikipedia.org/wiki/London

Career Path

Successful interns in this role typically transition into Junior Quantitative Researchers or Data Scientists . Given the founder’s pedigree (Citadel/Millennium), this experience serves as a prestigious “stamp” for those looking to move into Portfolio Management or lead Systematic Equity desks at major global hedge funds.

To apply for this job please visit www.adzuna.co.uk.