Quantitative Researcher - Systematic EquitiesLocation: London or New York Industry: Hedge Funds Working Model: On-siteOverviewThis position offers the chance to join a systematic equities research function responsible for building and scaling differentiated Alpha across global equity markets.The mandate is pure research: identifying new sources of equity Alpha, validating them rigorously, and seeing successful ideas deployed with real capital. Researchers operate end-to-end, with ownership over data selection, signal design, testing, and ongoing performance evaluation.This is particularly well suited to researchers who already run live signals but want greater influence over the research agenda, cleaner decision-making, and a clearer line of sight between their work and outcomes.Responsibilities:Researching, designing, and validating new systematic equity Alpha signals across regions and time horizonsOwning the full research life cycle: data exploration, feature engineering, modelling, testing, and performance analysisWorking closely with other senior researchers to combine signals into robust portfoliosContributing to portfolio construction and risk discussions, with clear visibility of live outcomesLeveraging an advanced research and execution stack built for speed, scale, and iterationOperating in a collaborative environment where good ideas move quickly into productionExperience: Strong academic foundation in a quantitative discipline (Mathematics, Physics, Computer Scie