Experienced Quantitative Strategist

2026-08-28T00:00:00

The Borough

Greater London

GB

SE1 1

Any

2026-11-27T06:31:51.86

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies - the foundation of a balanced, global investment platform.

WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement.

Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.

The Role

We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options.

Job Responsibilities

Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies

Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

What You'll Bring

PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline

2-8 years' experience in quantitative research and/or quantitative development for systematic strategies

Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms

Working knowledge of Linux

Strong problem-solving abilities

Strong moral integrity and work ethic

Our Benefits

Core Benefits

Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, full paid parental leave, generous PTO (paid time off) with unlimited sick days

Perks

Employee discounts for gym memberships, wellness activities etc., healthy snacks, casual dress code

Training

Learning and development courses, speakers, team-building off-site

#LI-GO1

By submitting this application, you acknowledge and consent to terms of the WorldQuant Privacy Policy. The privacy policy offers an explanation of how and why your data will be collected, how it will be used and disclosed, how it will be retained and secured, and what legal rights are associated with that data (including the rights of access, correction, and deletion). The policy also describes legal and contractual limitations on these rights. The specific rights and obligations of individuals living and working in different areas may vary by jurisdiction.

Copyright 2025 WorldQuant, LLC. All Rights Reserved.

WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.

#s1-Gen

who can help us build it.The Role:We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across a broad variety of asset classes including global equities and/or ETFs, futures, currencies and optionsJob Responsibilities (include, but not limited to the following)Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategiesBuild and maintain tools and systems used throughout the quantitative research and portfolio management processesWhat You'll Bring:PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline2-8 years' experience in quantitative research and/or quantitative development for systematic strategiesDemonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithmsWorking knowledge of
LinuxStrong problem-solving abilitiesStrong moral integrity and work ethicOur Benefits:Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, full paid parental leave, generous PTO (paid time off) with unlimited sick daysPerks: Employee discounts for gym memberships, wellness activities etc., healthy snacks, casual dress codeTraining: learning and development courses, speakers, team-building off-siteEmployee resource groups#LI-GO1By submitting this application, you acknowledge and consent to terms of the WorldQuant Privacy Policy. The privacy policy offers an explanation of how and why your data will be collected, how it will be used and disclosed, how it will be retained and secured, and what legal rights are associated with that data (including the rights of access, correction, and deletion). The policy also describes legal and contractual limitations on these rights. The specific rights and obligations of individuals living
and working in different areas may vary by jurisdiction.Copyright 2025 WorldQuant, LLC. All Rights Reserved.WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.

3 Worldquant jobs in England & Wales