Aspect Capital is an award-winning systematic hedge fund based in London. We manage over $9 billion of client assets. Research sits at the core of our investment process, playing a critical role in the success of our business.
The Role:
Our hypothesis-driven research spans a broad range of strategies, asset classes and markets across different regions, and supports multiple products across Trend Following, Absolute Return and Customised Solutions. We are looking for a Quantitative Researcher with strong technical foundations to join us. You will work in a dynamic, collegiate, multi-disciplinary research team on projects spanning model development, portfolio construction, risk management and market access.

Key Responsibilities:

Researching, developing and maintaining systematic investment models across a range of signals and asset classes
Formulating and solving portfolio construction and optimisation problems
Conducting rigorous statistical analysis of diverse input data for systematic investment strategies, testing the robustness of results and recording assumptions and caveats
Presenting findings and their limitations accurately

Your experience:

A top-class undergraduate degree, and ideally an MSc or PhD, in a numerate discipline such as mathematics, statistics, physics, engineering, operations research or computer science
Up to 3 years of relevant industry , we also welcome candidates joining directly from academia too
A strong understanding of core concepts in probability, statistics, linear algebra and machine learning, with the ability to reason from first principles rather than relying on black-box tools
The ability to analyse and synthesise information to solve problems, question assumptions, challenge results constructively (including your own), test fundamentals, spot anomalies, and recognise when a result is too weak to act on and flag it
Strong programming ability in Python or MATLAB
A background in optimisation is highly desirable, for example convex optimisation, linear and quadratic programming, or stochastic and numerical optimisation
Hands-on experience applying machine learning methods such as gradient boosting, neural networks or regularised regression to noisy, non-stationary data, using scikit-learn, PyTorch or similar, is a plus, as is a solid grasp of overfitting, cross-validation and out-of-sample testing

If this role sounds of interest, we would love to hear from you.

About the company

Aspect Capital manages systematic, quantitative investments worldwide using computer-driven research and models to guide trading decisions. Its products come from predictive models and trading rules that ingest market data, test ideas, and execute trades automatically or with automated guidance. It differentiates itself through a strong research culture, a robust technology backbone, a team of over 120 professionals, and its status as a certified B Corp committed to balancing profit with social and environmental impact. The goal is to grow its quantitative models and research capabilities while delivering steady returns for clients within a framework of responsible business practices.

Company Size

51-200

Company Stage

N/A

Total Funding

N/A

Headquarters

London, United Kingdom

Founded

1997

Get referred to Aspect Capital

See people who can refer or advise you

Company News

Business Wire

Jan 24th, 2024

Catalyst And Aspect Capital Launch The Catalyst/Aspect Enhanced Multi-Asset Fund

NEW YORK--(BUSINESS WIRE)--Catalyst Capital Advisors LLC, an award-winning provider of alternative investment solutions, and Aspect Capital, a renowned London-based systematic investment manager providing diversifying investment solutions to investors for 25 years, today announced the launch of the Catalyst/Aspect Enhanced Multi-Asset Fund (CASIX). The Fund utilizes a multi-strategy approach that seeks to capitalize on investing in non-correlated asset classes and aims to provide a highly liquid alternative to investors considering a traditional 60/40 approach. Catalyst is an innovative investment manager whose mission is to help investors achieve their financial goals through specialized strategies for dynamic market environments. Catalyst seeks to be the market leader in providing innovative investment strategies with a decidedly different approach to educating, informing, and potentially solving challenges faced by investors. Catalyst is committed to excellence with a culture centered on innovation, teamwork, and an entrepreneurial spirit that encourages a client-service mindset focused on the best possible outcomes. “We are excited to announce this partnership between Catalyst and Aspect,” said Jerry Szilagyi, CEO of Catalyst Funds

Aspect Capital

Quantitative Research Analyst

About the job

About the company

Get referred to Aspect Capital

Company News