full-time
Quantitative Researcher
Durlston Partners
- Employer
- Durlston Partners
- Location
- London
- Working pattern
- on-site
About the role
Research and develop systematic alpha signals across global equity markets using price, fundamental, and alternative data, and contribute to portfolio construction, risk modeling, and transaction cost analysis. Move strategies from research into live trading, then monitor and improve their performance. Candidates need at least three years of experience researching systematic equity strategies that have traded live, along with strong Python skills and a solid foundation in statistics, time series analysis, and machine learning. A quantitative degree is required; a PhD is common but not essential, and experience with alternative data, intraday signals, or execution research is advantageous.