J K Barnes
Quant Researcher - No.2 for a Collaborative Cash Equities Team with upside - daily to monthly holding period
Requirements
Candidates should have 5-15 years of experience in systematic equity research with strong statistical intuition and programming skills, particularly in Python. Experience with equities data and a systematic mindset is preferred, along with familiarity with portfolio construction concepts.
Job Description
Quant Researcher (Equities Stat Arb) | London (On-site) | Visa Sponsorship Available
A high-performing, research-led, collaborative, equities stat arb team in London is hiring a Quant Researcher to become the number 2 and drive alpha and signal generation. This is a rare chance to join a lean pod where researchers have real ownership, strong engineering support around them, and a clear mandate across cash equities.
Scope:
- Research, design, and validate alpha signals for cash equities stat arb strategies
- Build robust feature sets from market, fundamental, and alternative datasets
- Run disciplined backtesting and statistical validation to avoid overfitting
- Translate research into production-ready signals in collaboration with engineering
- Monitor live performance and iterate on signals as market regimes shift
- Contribute to idea generation and the team’s evolving research framework
Ideal profile:
- 5-15 years of experience in systematic equity research.
- Strong statistical intuition and a rigorous research process (hypothesis, testing, validation)
- Solid programming skills (Python required; familiarity with research-to-production workflows is a plus)
- Experience working with equities data and market microstructure awareness preferred
- Candidates from prop trading environments are interesting, but top long-only / fundamental researchers with a systematic mindset are also of interest.
- Comfort working in a small, high-accountability team where your work has visible impact
Nice to have
- Single-stock research exposure with a clear, testable signal mindset
- Experience with factor research, statistical arbitrage, or systematic equities strategies
- Familiarity with portfolio construction concepts and risk-aware signal development
- CQF qualification.
Logistics
- London-based role, on-site
- No remote / overseas-based working
- Visa sponsorship available
- Hiring timeline: next 1 to 2 months
If you’re a mid to senior-level researcher who wants genuine signal ownership and a direct line between your work and PnL, this is the kind of seat that doesn’t come up often.
Skills
About J K Barnes
J K Barnes is a reputable boutique search consultancy focusing on quantitative finance professionals worldwide. We provide a complimentary service for individuals seeking their first role / next career move, either already in the quant finance industry or those wanting to join the industry. We have an outstanding track record, having helped hundreds of candidates find their ideal role, as well as assisting businesses to flourish.