full-time
Quantitative Researcher
Augmentti
- Employer
- Augmentti
- Location
- London
- Working pattern
- on-site
About the role
Develop and test systematic trading signals across asset classes, taking research from hypothesis through portfolio-level analysis and into production with live capital. Evaluate strategies at the portfolio level, accounting for covariance, capacity, execution friction, regime sensitivity, and interactions with other strategies. Candidates should have 3–15 years of experience in systematic trading, hedge funds, proprietary trading, or a closely related research role, with a track record of building and deploying predictive models using real market data. They need strong statistical foundations, Python proficiency, preferably C++ experience, the ability to research across asset classes, and comfort with transparent code and peer scrutiny.