Quant Equities Fund - Quantitative Analyst

Quant Equities Fund - Built to Win. Engineered to Scale.

We are launching a performance-driven hedge fund entering a deliberate scale phase.

The team combines a proven track record operating inside tier-one financial institutions in London and New York.

We are seeking a highly capable Quantitative Analyst to work on live predictive models and decision systems in a performance-critical trading environment.

This is not a research-only role.
Your work will feed directly into production systems where signal quality, robustness, and degradation under live conditions matter.

You will operate in a small, senior team with direct exposure to decision-makers, short feedback loops, and clear ownership from idea to deployment.

What you'll work on

• Developing and refining predictive signals under real-world constraints
• Stress-testing models for noise, regime change, and failure modes
• Improving signal stability, interpretability, and live performance
• Working closely with engineering to productionise research cleanly

This role suits someone who:

• Thinks in probabilities, not narratives
• Understands the gap between research performance and live performance
• Cares about signal decay, overfitting, and false confidence
• Can defend modelling choices clearly and precisely
• Is comfortable having their work tested by reality

How we operate

• Small, senior, hands-on team
• Direct access to decision-makers
• Clear ownership, minimal ceremony
• Fast iteration with strict validation discipline

Final note

This is a demanding environment with high standards and real accountability.

If you want your work to matter, to be measured honestly, and to improve through fast, real feedback, we want to hear from you.