Job Description

Quanta Search has partnered with a globally recognized, premier investment firm to find a high-caliber Quantitative Researcher for Systematic Strategies. This front-office role is dedicated to the London-based team, which leverages a sophisticated, computer-driven engine to trade across liquid asset classes including Equities, Futures, and Foreign Exchange.

The firm’s competitive edge is built upon a foundation of exhaustive research into market inefficiencies. In this position, you will be part of an elite group that has unparalleled access to massive, diverse datasets to fuel the discovery of persistent alpha. The environment is collaborative yet requires an individual who can drive independent research from hypothesis through to implementation within a robust, Linux-based research infrastructure.

Responsibilities

Anomaly Research: Conduct rigorous, data-driven research to identify persistent systematic anomalies in global futures markets, focusing on horizons from intraday to several days.
Strategy Enhancement: Iterate on existing trading strategies and refine portfolio optimization frameworks to improve risk-adjusted returns.
Microstructure Analysis: Interrogate tick-level data to develop execution enhancements, minimizing slippage and market impact.
Infrastructure Growth: Act as a core architect in evolving the team’s investment process and expanding the proprietary research library.

Requirements

Academic Excellence: A strong quantitative academic background; a Master’s or PhD in a STEM field (Mathematics, Physics, Computer Science) is preferred.
Domain Experience: 3+ years of professional experience in systematic alpha research, specifically within futures markets and portfolio construction.
Signal Development: Proven track record in developing short-term (intraday to multi-day) alpha signals.
Commodities Knowledge: Specific familiarity with commodity markets and their unique drivers is a significant advantage.
Risk Management: Hands-on experience in managing and running risk within a systematic framework.
Technical Plus: Previous experience working within Java and Linux environments is highly valued.

Job Data Table

Category	Details
Company Name	Quanta Search (on behalf of a Premier Investment Firm)
Location	London, United Kingdom
Locality	City of London / Mayfair
Country	United Kingdom
City	London
Region	Europe
Job Type	Full-time
Salaries	£180,000 – £280,000 (Estimated Total Comp)
Experience Level	Mid-Senior (3+ Years)
Travel	Minimal
Language	English
Benefits	Competitive bonus, high-end technology budget, comprehensive health & pension

Skills & Competency Table

Key Skill	Proficiency Level
Alpha Signal Research	Expert
Futures Market Mechanics	Expert
Portfolio Optimization	Advanced
Java / Python Programming	Advanced
Tick Data Analysis	Advanced
Systematic Risk Management	Advanced

Salaries Pay Calculator Table

Annual Base Salary	Est. Bonus (40–100%+)	Total Compensation	Notes
£110,000	£77,000	£187,000	Standard entry-point for 3-year experienced quants.
£140,000	£140,000	£280,000	Median for established researchers in premier firms.
£165,000+	£200,000+	£365,000+	Top-tier for PhD leads with high-pnl signals.

Job Summary

This London-based role involves researching systematic anomalies in futures markets for a world-class investment firm. You will develop intraday to short-term alpha signals, optimize portfolios, and analyze tick-level data for execution. Requires 3+ years of experience in futures research and a strong quantitative degree (Masters/PhD).

5 FAQs

What is the firm’s main focus? The firm specializes in computer-driven, systematic trading across equities, futures, and FX markets.
What is “tick-level data” analysis? It involves analyzing the most granular market data (every single trade and quote) to optimize entry/exit points.
Are there specific language requirements? While the research language isn’t explicitly listed, Java and Linux experience are noted as a major plus.
Do I need a PhD? While a Master’s or PhD is preferred, the firm values 3+ years of proven work experience in systematic alpha research.
What is the holding period for strategies? The focus is on short-term horizons, ranging from intraday to a few days.

Expert Analysis

In 2026, the Short-Term Systematic Futures space is heavily competitive, requiring researchers to look beyond standard momentum. This role is elite because it offers unparalleled data access, which is the “lifeblood” of 2026 alpha. Candidates with a background in Alternative Data—such as supply-chain satellite imagery or real-time storage sensors—will be especially attractive for the commodities-plus aspect of this role.

Location & Logistics Guide

The role is located in London, likely in the high-density financial clusters of the City or Mayfair. This region is the global epicentre for systematic macro and futures trading, providing a deep talent pool and high-frequency connectivity. The city is exceptionally well-served by the Elizabeth Line and major rail hubs.

Wikipedia URL: https://en.wikipedia.org/wiki/London

Career Path

A Quantitative Researcher at a premier firm typically progresses to a Senior Researcher or a Sub-Portfolio Manager within 3–5 years. Successful researchers often “spin out” into managing their own capital sleeve (Pod) or take on leadership roles in Systematic Research Infrastructure, where they oversee the firm’s global modeling framework.

To apply for this job please visit uk.linkedin.com.