We are partnering with a leading European ETF and systematic investment platform to hire a Quantitative Research Specialist for its London-based European Research team.

This is a high-impact role focused on developing systematic investment strategies and quantitative research that directly feeds into ETF design, portfolio solutions, and investor-facing insights across European markets.

The successful candidate will contribute to expanding the firm’s quantitative research capabilities, helping to design, test, and scale investment ideas across equities, macro, commodities, and multi-asset strategies. A key part of the role will also involve producing detailed, distribution-ready research that articulates the investment rationale behind existing and new strategies.

Key responsibilities include:

1. Supporting the research team in day-to-day quantitative analysis and strategy development
2. Designing and testing systematic investment strategies across multiple asset classes
3. Building and improving data infrastructure and quantitative research tools (Python/SQL-based)
4. Conducting rigorous analysis of financial and alternative datasets, including potential use of machine learning techniques
5. Producing high-quality, client-facing research that communicates investment ideas clearly and effectively
6. Collaborating with internal teams to support product development and enhance research visibility across European markets .

Candidate profile:

1. 2+ years’ experience in quantitative research, systematic investing, asset management, index research, or related financial markets roles
2. Strong programming skills in Python and SQL
3. Solid grounding in financial mathematics, derivatives, and portfolio theory
4. Experience working with financial and/or alternative datasets
5. Familiarity with Bloomberg, Morningstar, or similar market data platforms
6. Master’s degree (or equivalent) in Finance, Mathematics, Computer Science, Engineering, or a related quantitative discipline
7. Exposure to machine learning or data science techniques is highly desirable .

Additional advantages:

1. Professional proficiency in one or more European languages (e.g. French, German, Italian) is highly advantageous, reflecting the pan-European nature of the role and the need to support regional research distribution and client engagement

This role is well-suited to candidates from systematic asset managers, ETF providers, index firms, or quantitative research teams seeking a blend of rigorous research, investment strategy development, and real-world commercial application across European markets.

Apply:-

Please send a PDF CV to

mailto:quants@ekafinance.com