Point One - Hedge Fund Talent

About the Company

Point One Ltd is a premier global hedge fund talent business. We specialise in connecting outstanding candidates with a boutique selection of elite hedge funds. Point One Ltd is built on a foundation of deep industry knowledge, a reputation for trustworthiness, and a commitment to high standards throughout our process. Point One operates across global talent markets including New York, Chicago, Miami, Texas, London, Geneva, Zug, Paris, Dublin, United Arab Emirates, China, Hong Kong, Singapore and Sydney.

Services Provided:
• Contingent Search
• Retained/Executive Search projects
• Capital Introductions
• Market Mapping

Areas of expertise:

• Portfolio Management:
o Quantitative Strategies
o Equities
o Fixed Income
o Commodities
o Digital Assets
o Macro Strategies

• Trading:
o Systematic Trading
o Trade Monitoring
o Product Management
o Trading Operations

• Research:
o Quantitative Researchers & Analysts
o Fundamental Researchers
o Macro Analysts.

• Technology:
o Quantitative Developers
o Software Engineers & Developers
o Hardware specialists
o Blockchain
o Data Engineers

• Management:
o Business Development Professionals
o Heads of Trading
o Heads of Research
o C-Suite Positions

Connect with us on Linekdin to follow our journey, stay informed, and join our growing community!

Listed Jobs

Company Name

Point One - Hedge Fund Talent

Job Title

Quantitative Researcher

Job Description

**Job title** Quantitative Researcher (Senior) **Role summary** Lead the design, testing, and deployment of short- to medium-term systematic statistical arbitrage strategies across global equities and futures. Collaborate with Portfolio Managers, data engineers, and technologists to transform research into production-ready models, while enhancing alpha generation, risk management, and execution frameworks. **Expectations** - Execute end‑to‑end research cycle, from data mining to live deployment. - Demonstrate consistent performance in full‑cycle strategy development. - Communicate findings and recommendations clearly to non‑technical stakeholders. - Actively contribute to the fund’s research agenda and promotion pipeline. **Key responsibilities** - Research, design, and implement stat‑arb trading strategies for equities and futures. - Analyze large, complex datasets to extract statistically and economically robust signals. - Validate signals, perform portfolio construction analysis, and drive alpha research. - Collaborate with PMs, data engineers, and technologists to deploy models, monitor performance, and optimize continuously. - Innovate in alternative data usage, feature engineering, and signal robustness testing. - Support enhancement of risk models and execution algorithms. **Required skills** - Advanced programming in Python and/or C++ (plus modern libraries). - Expertise in time‑series analysis, machine learning, and predictive modeling for finance. - Strong grasp of market microstructure and experience with high‑frequency and alternative data. - Excellent communication and collaboration skills across multidisciplinary teams. **Required education & certifications** - Bachelor’s or Master’s degree in Mathematics, Physics, Computer Science, Statistics, Engineering, or a related quantitative discipline. - 3+ years of quantitative research experience in a hedge fund, proprietary trading firm, or Tier 1 investment bank. - Proven track record in statistical arbitrage, equities, or futures research.

London, United kingdom

On site

Junior

10-11-2025