Job Description

We are looking for a Quantitative Analyst to become a member of our research unit in a completely remote position. The group specializes in deriving market-significant perspectives from non-traditional data, sentiment metrics, and precise mathematical evaluation. This position is focused on heavy research and practical execution, involving the creation of signals, verification of models, and the organized assessment of investment concepts spanning various asset types. The perfect applicant possesses a thirst for knowledge, high-level technical expertise, and the drive to convert intricate data collections into stable, actionable intelligence while operating within a decentralized team structure.

Core Responsibilities

Hedge Fund & Manager Research

Perform rigorous mathematical examinations of hedge fund outcomes, encompassing return breakdown, risk indicators, and factor sensitivities.
Create and support internal diagnostic systems to judge manager expertise, the sustainability of performance, and consistency of style throughout different market cycles.
Execute attribution and factor-centric evaluations to check the harmony between a manager’s declared investment strategy and their actual achieved outcomes.
Construct and oversee risk and factor frameworks to investigate correlations, beta sensitivities, and portfolio redundancies across the investment landscape.
Examine portfolio-specific traits including liquidity status, density, debt levels, and exposure to counterparties.
Deliver mathematical assistance to the Chief Investment Officer regarding the selection of managers, background checks, and persistent oversight.
Generate top-tier diagnostic documents for the investment board, turning complicated quantitative findings into practical strategies.

Broader Asset Class & Data Research

Obtain, scrub, and standardize unconventional data collections, such as public sentiment, social network trends, and ESG information.
Engineer forecasting models and indicators utilizing time-series investigations, statistical methods, and macro data.

Job Data Table

Category	Details
Company Name	eFinancialCareers
Location	London, United Kingdom
Locality	Fully Remote
Country	United Kingdom
City	London
Region	Europe
Job Type	Full-time
Salaries	£20,000 – £100,000 a year
Experience Level	Not Specified (Quantitative Research focus)
Travel	None (Remote)
Language	English
Benefits	Fully remote working environment

Skills & Competency Table

Key Skill	Level
Quantitative Analysis	Expert
Return Decomposition & Factor Exposure	Expert
Risk Modeling & Attribution	Expert
Alternative Data (Sentiment/ESG)	Advanced
Time-Series & Statistical Modeling	Advanced
Manager Due Diligence	Advanced

Salaries Pay Calculator Table

Annual Salary	Bonus	Total Compensation	Notes
£20,000	£2,000	£22,000	Entry-level or junior researcher base.
£60,000	£12,000	£72,000	Median for established analysts with skill in alt-data.
£100,000	£30,000+	£130,000+	Senior tier for experts in factor-based modeling.

Job Summary

This fully remote Quantitative Analyst role focuses on hedge fund and manager research for a London-based firm. You will perform return decomposition, risk modeling, and factor-based analysis while sourcing and cleaning alternative datasets. The role supports the CIO by providing decision-ready insights and high-quality analytical materials for the investment committee.

5 FAQs

Is this role strictly remote? Yes, the position is offered in a fully remote capacity.
What is the focus of the research team? The team focuses on alternative data, sentiment indicators, and rigorous quantitative analysis of hedge funds.
Who will I be supporting? You will provide quantitative support directly to the CIO for manager selection and due diligence.
What data types will I work with? You will work with alternative datasets including ESG, social media, and sentiment data.
Are there asset class restrictions? No, the role involves systematic evaluation of investment ideas across multiple asset classes.

Expert Analysis

In 2026, the shift towards Alternative Data and Manager Persistence modeling is vital for hedge fund selection. This role requires a hybrid capability: traditional factor modeling combined with the ability to “clean” noisy social sentiment data. Mastering Sentiment Normalization will be the key differentiator in providing actionable alpha to the CIO.

Location & Logistics Guide

While the role is completely remote, the firm is based in London, a global epicenter for quantitative finance. This allows the analyst to benefit from the London market’s high liquidity and vast network of hedge fund managers while maintaining the flexibility of a distributed work environment. Wikipedia URL:https://en.wikipedia.org/wiki/London

Career Path

A Quantitative Analyst in manager research typically progresses to Senior Quant Researcher , Head of Manager Selection , or Deputy CIO . Given the heavy focus on alternative data and factor modeling, this role also provides a gateway into Systematic Portfolio Management or specialized Risk Leadership roles within the investment industry.

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