Market researcher jobs in LondonCreate job alerts

Package: £30K-35K Basic Salary + Bonus Our client is a leading Executive Search firms with offices in London, New York and Singapore. They specialise in placing C-Suite level candidates into Investment Banking & Hedge Funds. This is an incredible opportunity to build a high-level professional network in the FS space and leverage this into a seriously high earning potential role. You will gain exposure to multiple markets, rotating across different teams over your first two years to develop a well-rounded understanding of the firm and identify the area that best aligns with your strengths. This structured exposure provides a strong platform to progress within the industry. The Benefits: • Fantastic earning potential – up to £20,000 yearly bonus, • Career development and progression tailored to you - Graduate Researcher to Partner, • Comprehensive benefits package, • Client visits across Europe and the US, • Wellbeing days, • Company pension, laptop and iPhone, • Monthly and yearly incentives The Responsibilities: • Create high-quality reports, formatting CV’s and other client-facing and internal presentations, • Develop market maps at regional and global level that contain accurate organisational structures, • Supporting client meetings on active searches with relevant market content, • Begin to develop a network of professionals in the market you specialise in, • Conducting phone interviews to qualify prospective candidates against position requirements and present qualified candidates to the lead Consultant, Principal, Partner you work closely with The Requirements: • Minimum 2:1 degree from a Russell Group or red brick university, • Excellent communication and interpersonal skills, with the ability to build rapport and establish long-lasting relationships, • Proactive and self-motivated mindset, • Exceptional organisational and time management skills, • Ability to work effectively both independently and as part of a team, • Extracurricular achievements Virtus Talent are here to guide you through the interview process, make sure you are fully prepared for interviews and coach you on how to get your transferable skills and traits across in the interview. We will aim to secure you several interviews with several companies that you like the look of with the view of securing you several job offers.

Legal Researcher Global law firm with fantastic offices in a sought-after London location is seeking to hire a new Legal Researcher. Acting as a trusted adviser, the postholder provides judgement‑based research support and helps colleagues navigate an increasingly complex digital and AI‑enabled research landscape, and contributes to the ongoing development of the firm’s research, knowledge and information capabilities. • To £45,000, • Hybrid working (3 days in the office), • Excellent employee benefits Legal Researcher Key Responsibilities: • Deliver high‑quality legal research support, including case law, legislation, regulatory materials and authoritative commentary, monitoring developments through judicial, legislative and parliamentary processes., • Provide business, industry and sector research, including company profiling, market and competitive analysis, client and contact intelligence, press and media research., • Summarise and present research findings in clear, concise, decision‑ready formats tailored to the needs of lawyers and business teams., • Support high‑value and complex research enquiries, advising on scope, sources, methodologies, research risk and cost‑effective approaches., • Develop, maintain and refine legal and sector‑specific current awareness products, including daily legal updates and tailored alerts., • Set up and manage ongoing monitoring for clients, sectors, industries and regulatory developments., • Continuously review and enhance content quality, relevance and delivery formats to reflect evolving user needs, priorities and working patterns. Legal Researcher Skills & Requirements: • Significant experience delivering legal and business research within a professional services or legal environment., • Strong knowledge of legal information sources, research methodologies and current awareness tools., • Proven ability to analyse and synthesise complex information into clear, practical outputs., • Experience designing and delivering training, with an emphasis on user‑focussed and digital learning approaches., • High level of digital literacy, including research platforms, intranets and content management., • Excellent communication, collaboration and stakeholder‑management skills., • Experience supporting or evaluating AI‑enabled research tools in a legal or information context

Researcher – Executive Search London Qurated is a modern executive search firm working with leading businesses across Financial Services, Legal Services and Private Equity. We support clients on senior leadership and C-suite hiring, partnering with organisations shaping the future of their industries. This is an opportunity for someone early in their career who wants to take their next step and build a long-term career in a modern, high-growth executive search firm. The role You’ll work directly with experienced search professionals on live executive searches across the UK and internationally. The work is focused on senior leadership hiring; mapping markets, engaging high-calibre candidates, and building a clear understanding of how top businesses structure and evolve their leadership teams. You’ll be involved in: • Supporting C-suite and senior leadership searches with leading UK and global clients, • Mapping markets and identifying high-calibre talent across defined sectors, • Building longlists and developing a clear view of how organisations and leadership teams are structured, • Engaging senior candidates and building relationships over time, • Preparing research packs, candidate summaries, and market intelligence, • Working closely with Consultants to deliver searches to a high standard Why this opportunity • You’ll be part of an established but rapidly growing search business, creating real opportunity to step up and be part of that growth early on., • You’ll gain direct exposure to C-suite and leadership hiring early on, building market insight and relationships with senior executives, • You’ll work on high-impact mandates with leading clients across Financial Services and Legal, • Progression based on performance, not tenure. Those who perform take on more responsibility quickly, with a clear path to build your career., • You'll benefit from direct exposure to and hands-on support from experienced leaders with a strong track record in executive search This opportunity would suit someone who is driven, comfortable operating in a high-performance environment, and motivated to succeed. If you’re interested in building a career in executive search and want to be part of a growing team, send your CV to talent@qurated.network.

Lead Deep Learning Researcher – Hedge Fund I’m partnered with an industry-leading Hedge Fund that, after nearly 20 years of pioneering innovation and hiring some of the brightest minds in the market, is now looking to further its success through the latest advancements in deep learning. The firm has built its reputation on rigorous research and cutting-edge technology, and this hire will play a pivotal role in shaping the next generation of their quantitative research capabilities. The Opportunity This is a rare chance to take full ownership of the fund’s AI research strategy. You’ll have complete freedom to explore, design, and implement novel deep learning models to generate alpha across the fund. Working alongside world-class quants, you’ll define the long-term roadmap for deep learning at the fund - from foundational model research to production deployment. What You’ll Do • Lead the development of advanced deep learning frameworks for financial time-series forecasting and market modeling., • Research, prototype, and evaluate cutting-edge architectures (e.g., GNNs, RNNs, Transformers) for signal discovery., • Collaborate closely with data engineering and trading teams to translate research insights into scalable, production-grade models., • Set and drive the fund’s overall AI strategy, identifying emerging techniques and trends in academia and industry., • Present research internally and contribute to the firm’s broader innovation initiatives. What They're Looking For • PhD (or equivalent research experience) in Artificial Intelligence, Data Science, Computer Science, Applied Mathematics, or a related field., • A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR., • Hands-on experience applying deep learning models to complex, ideally temporal or financial, datasets., • Expertise in Python and modern ML frameworks (TensorFlow, PyTorch, JAX, etc.)., • Prior experience in a commercial or industry setting post-PhD, ideally in a similarly data-driven domain. Why Apply • Compensation and total rewards package on par with top Big Tech firms., • Opportunity to define the deep learning direction of one of the world’s most respected hedge funds., • Hybrid model: 3–4 days a week onsite in Central London.

We’re partnering with a research-led quantitative hedge fund deploying systematic absolute-return strategies in digital asset markets. The focus is medium-frequency, signal-driven research with disciplined portfolio construction and institutional-grade risk management. This is not a latency, market-making, or benchmark-aware environment. Performance is defined by robust, risk-adjusted alpha generation across market regimes . The Opportunity You will operate as a true alpha researcher — owning ideas from hypothesis through to production — within a collaborative, high-conviction research team. Scope includes: • Designing and validating systematic signals grounded in economic or behavioural rationale, • Rigorous time-series research with explicit regime awareness, • Portfolio construction and capital allocation within an absolute-return framework, • Building robust, production-grade research code and infrastructure, • Contributing to risk controls that prioritise drawdown management and capital efficiency Researchers are expected to consider edge durability, capacity constraints, and cross-regime robustness, rather than focusing on backtest optics. Profile Sought Absolute-Return DNA • Experience researching or trading systematic strategies targeting positive P&L independent of market direction, • Clear understanding of risk-adjusted performance metrics (Sharpe, Sortino, drawdown control, tail exposure), • Evidence of taking signals from research to live capital allocation, • Appreciation for portfolio interaction effects and capital efficiency Quantitative Depth • Strong statistical foundations (inference, regression, hypothesis testing, time-series modelling), • Sound judgement around machine learning — when it adds value and when it does not, • High standards around data integrity, leakage prevention, and experimental design, • Ability to distinguish structural edge from noise Engineering Maturity • Advanced Python in a research production environment, • Writes clean, testable, version-controlled code, • Comfortable operating in shared research infrastructure Background • 3–8 years in systematic buy-side research, quant hedge funds, or equivalent alpha-focused environments, • Candidates from discretionary macro, long-only, pure HFT/market-making, or crypto-only backgrounds without systematic alpha research experience are unlikely to be a fit, • Advanced degree (MSc/PhD) in a quantitative discipline strongly preferred This is a role for researchers who think in terms of risk capital, robustness, and long-term edge persistence — not model complexity for its own sake

Quant Researcher – Power Futures London (In Office) We are currently partnering with a leading Quant Trading firm looking to expand its European Power trading desk with the addition of a Quant Researcher focused on Power Future markets. You will be working closely with Quant Traders and AI agents to develop predictive models, trading signals, and alpha-generating strategies across European power markets. Responsibilities • Research and develop quantitative trading signals for European Power Futures markets, • Apply advanced machine learning and statistical modelling techniques to identify market opportunities, • Analyse market behaviour, volatility, and structural drivers across European power markets Requirements • MSc or PhD in Mathematics, Physics, Computer Science, Data Science, Statistics, Engineering, or a related quantitative discipline, • Proven experience within European power markets, ideally focused on shorter-term futures horizons (days/weeks ahead), • Strong machine learning and statistical modelling expertise, • Track record of generating actionable trading signals and contributing to alpha generation, • Strong programming skills in Python and experience handling large datasets What’s on Offer • Opportunity to join a highly sophisticated, • quantitative trading environment, • High-impact role with strong autonomy and ownership, • Competitive compensation structure Compensation • Base salary around £130,000 GBP plus highly competitive bonus scheme

📊 Qualitative Associate Director 📍 London (Hybrid) | Salary up to £80,000 Ready to lead high-profile client accounts and make an impact with world-class brands? This fast-growing insight agency partners with some of the most exciting global clients – from iconic entertainment and tech brands to retail and innovative disruptors. This is an award-winning agency known for its cutting-edge thinking, creative approaches, and influence across the industry. Here, your ideas won’t sit in a slide deck; they’ll help shape real decisions. As an experienced Associate Director, you’ll lead client accounts end-to-end, managing relationships, shaping strategy, and overseeing delivery across a diverse range of qualitative projects. You’ll be a visible, hands-on senior researcher, moderating sessions yourself to ensure the depth of insight that underpins nuanced strategic recommendations. 📈 You’ll ideally have worked across multiple qualitative methods and project types, including: • Brand and creative development, • Concept and service exploration, • UX and innovation 👭 You’ll join a collaborative, high-performing team that values growth, mentorship, and the freedom to lead and innovate. What you’ll bring: • Proven experience managing senior client accounts in a market research agency, • Strong expertise in qualitative research design, moderation, and analysis, • Hands-on approach to fieldwork and a flair for turning complex insights into actionable, strategic recommendations, • Breadth of experience across multiple methods and project types as listed above, • Creativity, curiosity, and a strategic mindset 🚀 If you’re ready to combine client leadership with hands-on research to deliver high-impact insights, this could be your next step! Please apply for next steps. For successful applicants, a recruitment consultant will be in touch via email to schedule a briefing call. We will explain the role in more detail and share the company details before creating a formal application. Note: Due to the high volume of applications we receive, only shortlisted candidates will be contacted.

Senior Associate (Principal Consultant) | DATA Staffing | London The DATA market is expected to continue to €1.2 trillion by 2034. Germany already holds the largest Data Platform market share in Europe. Energy, Financial services, and Manufacturing are all racing to build production-grade data platforms. The Lakehouse revolution is accelerating this further. Databricks' global revenue grew over 50% YoY, with more than 60% of the Fortune 500 now using the platform yet hiring managers are struggling to find candidates skilled not only in Databricks but across the broader data engineering and AI/ML stack. AI Futures are a hyper-niche staffing startup with a vision to be the No.1 AI Recruiter on the planet. Funded by Puffin Point, we are on a mission to build the most powerful network of AI and Data talent ever. Our DATA team is 1 of our 4 new, highly specialised teams working the DACH region from our London office. As a Senior Associate, you will be the MVP in your team. Your role is to win clients, achieve a No.1 position in your vertical market, be a thought leader in the AI and Data community and lead by example with more junior team players. What can we give you? • 40% uncapped Commission Scheme with no threshold, • Career Pathway to Vice President, Senior Vice President, Managing Director then Partner, • Separate pathway for Individual Contributors that will take you up to Chief Revenue Officer (Partner level), • The investment to hire your own Researcher so you can focus on winning and developing clients, • Professional Development Plan including external Sales training with Korn Ferry, • Wealth creation through our EMI Share Scheme with only 10% capital gains tax What do we want? Our top 2 criteria are potential and values. You will also need the following experience – • 24 months + experience in niche, high value recruitment in Tech, • 24 month+ experience in Permanent, • An exemplary track record of winning clients and developing clients, • Experience of achieving a No.1 position in a market, • Experience on the German market is beneficial, • Fluent German is beneficial Package • Base salary relative to experience and potential, • 40% uncapped Commission Scheme with no threshold, • EMI Share Scheme, • Membership of the Pavilion Club www.pavilion.club/the-club, • Corporate membership at Buzz Gym including Les Mills classes and club nights with DJs This is a unique opportunity to join a VC backed startup in the most exciting market ever, to develop your career fast as the company grows and be part of an exit. AI Futures | Filling the AI skills gap ®

Senior Researcher – Real Estate Climate Risk Nice (France) or London (UK) | Permanent (CDI) | R&D Role Join an innovative climate research institute dedicated to advancing the understanding and application of climate risk assessments, developing innovative methodologies. This is a position for a researcher who wants to do both: publish rigorous, peer-reviewed work and see it shape the way financial institutions actually price and manage climate risk. At the EDHEC Climate Institute (ECI), you will be the lead architect of our climate risk methodology for real estate, a growing priority for lenders, insurers, and long-term investors navigating a rapidly changing regulatory and physical landscape. You will define how ECI approaches the real estate sector, build the analytical frameworks that underpin our tools and client deliverables, and publish the work that establishes ECI's intellectual leadership in this space. The ideal profile has a strong research foundation at PhD level combined with meaningful exposure to how real-world financial institutions, consultancies, or real estate operators actually use (and misuse) quantitative risk frameworks. If you have been looking for a position that bridges rigorous academic output with genuine market impact, this is it. Responsibilities Build ECI's real estate climate risk methodology Design and lead the development of integrated frameworks to assess climate-related financial risk in real estate, covering both transition and physical dimensions. This means understanding the risk transmission channels from hazard or policy shock, through asset-level physical and financial vulnerability, to portfolio-level financial outcomes and translating that chain into models that are both analytically sound and operationally usable by financial institutions. The physical and transition risks shocks will be provided by other team members, so what is required is a deep understanding of how to integrate them. Anchor methodology in real estate financial fundamentals Your framework must speak the language of real estate finance. That means grounding assessments in how climate variables, energy costs, retrofit CapEx, stranded-asset risk, insurance availability, regulatory compliance costs, flow through to valuation, LTV, PD/LGD, and broader portfolio risk metrics. Financial model literacy applied to real estate is central to this role. Develop and adapt quantitative tools Adapt and extend models relevant to the built environment (e.g., CRREM, building archetype/stock models, LCA frameworks) with a focus on understanding the conceptual architecture behind them, the assumptions, boundary conditions, and transmission mechanisms, rather than applying them as black boxes. Integrate EPC/energy label datasets; assess coverage and quality; propose calibration and substitution strategies. Build reproducible, well-documented pipelines. Publish and establish intellectual presence Publish in peer-reviewed scientific and finance journals. You will also contribute to conferences, policy forums, and industry workshops to develop ECI's profile in this space. Be the real estate expert within ECI's broader research ecosystem Work in close collaboration with ECI's other research teams; including climate scenarios, geo-sectoral physical risk, and regulatory intelligence; to integrate real estate perspectives into cross-cutting tools and products. You will be the go-to expert for real estate within the institute, contributing to ECI's flagship tools and shaping how real estate risk is represented across our research agenda. Engage with the financial industry Work directly with financial institutions, real estate operators, and regulators to align ECI's methodologies with evolving regulatory requirements (SFDR, CSRD, EBA guidelines) and practical decision-making workflows. What We Are Looking For Background and training A PhD (or Master's with equivalent research depth) in a quantitative field with strong relevance to the real estate sector and the quantification of its underlying financial risks. We are specifically interested in profiles that combine academic rigour with real-world exposure; whether through PhD research conducted in partnership with industry, post-doctoral work in an applied setting, consultancy experience alongside publication activity, or a transition from practice back into research. Real estate financial modelling Solid understanding of how real estate assets are valued and financed: DCF and income capitalisation approaches, LTV and debt service coverage ratios, PD/LGD frameworks, and how physical or regulatory shocks transmit into these financial metrics. Understanding of climate risk transmission in the built environment Conceptual fluency with how both transition and physical climate risks propagate through real estate assets. On the transition side: how carbon pricing, energy performance regulations, and evolving market preferences interact with operating costs, asset values, and financing conditions. On the physical side: how hazard frequency/severity translates into damage, insurance cost, and asset obsolescence. Deep prior specialisation in one dimension is fine; the capacity to reason rigorously about the other is required. Quantitative and technical skills (recommended) Python (or equivalent) for model development and data analysis. Experience working with building-level or portfolio-level datasets (EPC registries, energy audit data, transaction/valuation data). Familiarity with retrofit economics, abatement cost curves, sequencing of measures, technical/economic feasibility assessment; is a plus. Prior work with CRREM, building archetype models, though what matters most is the ability to understand and critically evaluate the assumptions behind such tools. Communication and collaboration Ability to write clearly for both academic and practitioner audiences; from methods papers to client-facing notes. Comfort working across disciplines (climate science, engineering, economics, data engineering, finance). Track record of, or clear appetite for, collaborative research involving external partners or industry stakeholders. About EDHEC Climate Institute Institutional context Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC Business School is ranked in the top ten European business schools. With more than 110 nationalities represented in its student body, some 50,000 alumni in 130 countries, and learning partnerships with 290 institutions worldwide, it is truly international. EDHEC Business School has been recognised for over 20 years for its expertise in finance. Its approach to climate finance is founded on a commitment to equipping finance professionals and decision-makers with the insights, tools, and solutions necessary to navigate the challenges and opportunities presented by climate change. EDHEC has developed a significant research capacity on the financial measurement of climate risk, which relies on the best researchers in climate finance, and brings together experts in climate risks as well as in quantitative analysis. The DNA of EDHEC's work has also resided, since its origin, in the ability to generate business ventures, by encouraging spin-offs based on the research work of its teams. EDHEC is currently involved in 3 ventures: Scientific Portfolio, SIPA Metrics, and Scientific Climate Ratings. Mission and ambitions The EDHEC Climate Institute (ECI) focuses on helping private and public decision-makers manage climate-related financial risks and make the most of financial tools to support the transition to a low-emission economy that is more resilient to climate change. It has a long track record as an independent and critical reference centre in helping long-term investors to understand and manage the financial implications of climate change on asset prices and the management of investments and climate action policies. The institute has also developed an expertise in physical risks, developing proprietary research frameworks and innovative approaches. ECI is also conducting advanced research on climate transition risks, with a focus on supply chain emissions (Scope 3), consumer choices, and emerging technologies. As part of its mission, ECI collaborates with academic partners, businesses, and financial players to establish targeted research partnerships. This includes making research outputs, publications, and data available in open source to maximise impact and accessibility. Attractive salary and bonus, healthcare and pension plan coverage. The salary will be determined according to EDHEC's pay scale, the candidate's qualifications and experience. To apply, please send your CV and a cover letter in pdf format Please note: Only shortlisted candidates will be contacted. If you do not hear from us within 21 days, please consider your application has not been successful on this occasion.

We're looking for someone who finds things others can't. Not a researcher who Googles. An analyst who hunts. Someone who understands that the most important information is rarely on the surface — and knows how to get to what's underneath. What BlackScore does We build AI-native intelligence platforms for law enforcement and national security agencies across 30+ countries. Our systems fuse OSINT, SIGINT, financial records, dark web data, and video intelligence into actionable decisions at national scale. Our analysts don't just use the platform — they help shape how it thinks. What you'll do Conduct deep OSINT investigations across open web, dark web, and social platforms. Support cryptocurrency tracing and blockchain intelligence workflows — following the money across chains, wallets, and exchanges. Produce structured intelligence reports that drive real operational decisions. Work directly with engineers to translate analytical tradecraft into platform features. Stay ahead of adversary techniques, new platforms, and emerging data sources. Support pre-sales engagements — working alongside the business development team to demonstrate platform capability, run live proof-of-concept investigations, and help prospective customers understand what real intelligence looks like. Support post-sales deployments — training customer analysts, validating workflows, and ensuring operational teams extract maximum value from the platform. For the right person, this role is a natural bridge into a full business development career — we believe the best sales people in intelligence are former analysts who've lived the problem. What we're looking for You have a background in law enforcement, military intelligence, or financial crime — or you've built equivalent skills through obsessive self-directed learning. You understand OSINT methodology, not just OSINT tools. You know how to build a target profile from scattered fragments across multiple platforms. Crypto knowledge is a strong advantage — blockchain tracing, wallet clustering, exchange identification, darknet market analysis. Geospatial and telecom intelligence background is equally valued — if you can read cell tower data, analyze movement patterns, or geolocate from open source imagery, we want to talk. You're comfortable working with AI-assisted analysis tools and understand both their power and their limits. You write clearly and concisely under pressure. You know that the difference between an analyst and a researcher is the quality of the question, not the quality of the search engine. What we don't need Someone who has only worked in corporate threat intelligence producing weekly reports nobody reads. Someone who needs a structured target package before they can start. Someone who mistakes data volume for analytical depth. Why BlackScore Your work reaches operational teams across Latin America, Asia, Africa, and the Middle East. You'll see your analysis matter in ways that most analysts never experience. Bootstrapped and profitable — no VC pressure, no pivots, no sudden restructures. Real ownership from day one. How to apply Apply here in linkedin or send your CV to apply@blackscore.ai. Include one example — real or sanitized — of an investigation you're proud of. Tell us what you found, how you found it, and what it meant.

Role: Executive Search Researcher Location: City of London (Hybrid – 3 days in office, 2 from home) Start date: ASAP About us: Skills Alliance is a global Life Sciences Executive Search firm, working across Pharmaceutical, Biotech, MedTech, and wider STEM markets. Our Executive Search division partners with some of the most innovative clients in the industry, delivering senior leadership and strategic hires that help shape the future of Life Sciences. The role: We’re looking for a Sales Researcher to join our Executive Search team. You’ll play a key role in supporting Client Partners on retained and exclusive leadership searches, helping to identify, map, and engage top-tier talent across the Life Sciences industry. This is a commercial, analytical, and people-focused role; ideal if you’re ambitious, research-minded, and interested in the business side of science. You’ll learn how global search projects are run from start to finish, from understanding client strategy and market mapping, through to outreach, candidate engagement, and presentation. What you’ll be doing: • Conduct market research to identify and map potential candidates and client organisations, • Use analytical and research tools to gather market intelligence, talent insights, and competitor data, • Support sales and business development activity through prospect mapping, commercial analysis, and lead generation outreach, • Create company and market briefings to support client projects and internal discussions, • Analyse companies, markets, and hiring trends to provide insights for clients and internal teams, • Support internal reporting, CRM updates and accuracy, and systems tracking for project delivery, • Learn executive search processes by observing client meetings, interviews, and candidate engagement, • General research and admin support for Client Partners on search projects, from briefing through to shortlist stage What we’re looking for: • 6-12 months experience in a similar research focused role preferred, but not required, • Curious, proactive, and commercially minded with strong analytical and communication skills, • Strong attention to detail and ability to manage multiple projects at once, • Confident speaking with senior professionals and comfortable building rapport, • Interest in Life Sciences, business, or Executive Search What you’ll get: • Direct management, support and development from a seasoned leader in Executive Search, with 25+ years experience both in industry at large multinational Pharma companies and in Search, • Health insurance, wellness budget, gym discount, birthday off, and hybrid working (3 days in office, 2 from home), • Quarterly incentives, lunch clubs, and annual company incentive trips (previous locations include Ibiza, Croatia, and the South of France), • Option to relocate to one of our international offices (New York, Seattle, Zurich, Leeds, Newport Beach) This role is perfect for someone who is interested in Life Sciences and enjoys research and problem-solving, but wants a commercial edge. If that sounds like you, apply below or email isabella.morrison@skillsalliance.com for a confidential chat.

Key Responsibilities • Alpha Research & Strategy Design : Partner with the research team to uncover trading opportunities, leveraging expertise in statistical arbitrage and quantitative research. Build, refine, and implement intraday and systematic trading strategies for global markets., • Advanced Data Analysis : Analyze large-scale market data and time-series datasets, utilizing cutting-edge statistical methods to uncover actionable patterns and insights., • Model Development & Validation : Develop, test, and continuously enhance predictive models and systematic strategies through rigorous back-testing, ensuring their robustness across diverse asset classes (e.g., equities, currencies, commodities, and fixed income)., • Collaboration Across Teams : Coordinate closely with technology teams to integrate quantitative models with advanced trading infrastructure., • Risk Assessment & Strategy Optimization : Apply in-depth knowledge of risk management principles to ensure that trading strategies operate within predefined risk parameters. Key Qualifications • Educational Background : Master’s or Ph.D. in Applied Mathematics, Statistics, Computer Science, Physics, or a related quantitative field., • Professional Expertise :, • Demonstrated experience with statistical arbitrage strategies, high-frequency trading, or market-making., • 5+ years of experience in quantitative finance, systematic trading, or proprietary trading environments., • Proven ability to generate alpha through rigorous financial modeling, statistical analysis, and innovative research methods., • Technical Proficiency :, • Strong expertise in Python (particularly for data analysis) and proficiency in C++., • Familiarity with machine learning techniques and frameworks., • Advanced skills in analyzing complex datasets, implementing models, and applying statistical methods to trading environments., • Exceptional problem-solving abilities, particularly in managing complex datasets and implementing innovative solutions., • A self-starter with a demonstrated ability to work independently in a fast-paced, high-pressure environment., • Core Competencies : This role is open to candidates who have medium-frequency experience within statistical arbitrage. High-frequency experience is not fundamental. If you are a quant researcher who is interested in working in a collaborative start-up environment with very good backing/peers and you want to be involved in all parts of the research/trading/coding – this is a perfect platform. Quants who are part of a larger team where they cannot get involved in all parts of the process and are just one of so many would find this ideal as a stepping stone into their career. If you're a driven quantitative professional with deep expertise in statistical arbitrage and a passion for cutting-edge trading strategies, we encourage you to apply. Please send a PDF CV to quants@ekafinance.com

HW Kaufman Group is a family-owned specialty insurance business comprised of Burns & Wilcox (brokerage), RB Jones Global Solutions (underwriting) and Atain (property and casualty insurance). We are committed to providing unsurpassed service to insurance brokers, agents and carriers. We are fully dedicated to serving their unique challenges by providing access to coverage for difficult risks requiring innovative solutions on a regional, national, and international basis. Our international business (non-North American) is undergoing significant expansion, driven by increasing revenue but also new initiatives which are creating acquisition opportunities for example. We are innovative and work at pace to identify such opportunities which will help us realise our strategic growth ambitions. This increase in activity supported the creation of an in-house talent acquisition manager earlier this year and we are now looking for a researcher to support them. We have a hybrid working policy that will require you to be in the office 3 days pw. • Lead or support (depending on experience) on talent research, profiling, market mappings and market analysis relating to broking and underwriting primarily., • Support the Talent Acquisition Manager on appointments at all levels spanning the full life cycle of the hiring process., • Ensure good communication with all candidates and effective tracking of all activity. This is currently a manual process, but we plan to adopt an ATS in the near future., • Prepare progress reports, documents and market analysis that is insightful for a hiring manager /leadership audience such as market events and senior appointments., • Contribute to the continuous improvement of research processes, tools, reporting and broader recruitment needs., • Stay abreast of all major industry developments and market trends and communicate these within the HR team and to senior managers., • Proactively identify key industry issues that will affect hiring managers and senior leadership teams in the regions. Experience Required • Executive Search or recruitment agency research experience within the insurance industry. You must know broking and underwriting (ideally in the specialty area) and have built a network that you can leverage., • Experience of managing research projects, preparing target lists and market maps, providing people summaries., • Ability to prioritize tasks and adjust to constantly shifting priorities and demands under tight time constraints. Experience of operating in a fast-paced environment., • Be interested in working in an organisation that is growing and changing and be comfortable with ambiguity. In addition, the jobholder may be required to perform other duties assigned by their Line Manager, as required by the needs of the business.

Account Director | Strategic Drinks Consultancy | London (Soho) Are you a senior account leader with a genuine passion for the drinks world and a background in Qual/Quant research? Our client is a specialist drinks consultancy working with some of the biggest names in the industry, and we're looking for an experienced Account Director to join a small but ambitious team. The Role This is a hands-on senior position sitting within the Client Team. You'll own and lead a portfolio of accounts end-to-end, oversee consulting and consumer research projects, and play a meaningful role in business development. Think global client calls in the morning, new business lunches at noon, and strategic debriefs in the afternoon. No two days are the same. You'll also line-manage and mentor Account Managers and junior team members, working closely with the Strategy team to ensure insight delivery that genuinely moves the needle for clients. What You'll Bring • 6+ years in account management or client servicing within a marketing, research or strategic agency- a background in qual/quant research is a must, • A proven track record of growing and retaining senior client relationships, • Knowledge, experience, and drive for the drinks market., • Comfortable discussing market research methodologies (qual and quant) — researcher experience not required, • Strong understanding of consumer behaviour and cultural trends, • Experience managing and mentoring junior team members, • Organised, autonomous, and able to juggle multiple projects without dropping the ball, • A genuine curiosity about what people drink, where, and why What's On Offer • Competitive salary + personal and company bonus, • 25 days holiday + Bank Holidays, • Monthly team socials, • Alternating Friday half-days, • Pension scheme + home-working equipment budget, • Real exposure to global clients, markets and cultures, • The chance to grow with an ambitious, independent business If drinks and research consultancy are your world and client leadership is your thing, please apply, including your CV and current remuneration details All candidates must be based in and eligible to work in the UK. VISA sponsorship is not available for this opportunity. Candidates who meet the brief will be contacted within 2 weeks.

Role: Graduate Researcher/ Graduate Consultant Sector: Life Sciences Executive Search Salary: £28,000 base + uncapped commission (OTE £40K+) International exposure & travel opportunities Location: Central London - 4 Days in office 1-day WFH The Opportunity Executive search is a highly strategic form of recruitment, partnering with organisations to identify and secure senior, business-critical talent that drives innovation and long-term growth. You will work directly with one of the top billers in Europe, supporting on high value, retained mandates across the commercial life sciences market. The life sciences sector sits at the forefront of global innovation, from cutting-edge diagnostics to breakthrough therapies that transform patient outcomes worldwide. With sustained investment, rapid technological advancement, and ever-increasing demand, it remains one of the most future-proof and impactful industries you can build a career in. This opportunity offers a unique entry point into that world, positioning you at the centre of strategic hiring decisions that shape the future of healthcare, while building a highly lucrative, international career. We’re partnering with a globally recognised executive search firm specialising in life sciences & healthcare, known for developing exceptional individuals into top-billing consultants and future leaders. The Role As a Researcher, you will play a pivotal role in delivering senior-level search assignments across Europe. From day one, you’ll gain exposure to the full search lifecycle, including: • Attending client briefings and contributing to search strategy, • Conducting in-depth market mapping & competitor analysis, • Identifying and engaging senior, high-impact talent, • Producing market intelligence and strategic insights reports for clients and the internal team, • Supporting on candidate interviews and client meetings, • Working on retained searches (£25K–£100K fees), • You’ll support a consultant managing 8–10 live mandates, offering steep learning curves and early responsibility. Why This Opportunity? • Join a market-leading global search firm (100+ employees across US, UK & Europe), • Work alongside multiple £1M+ billers, • Exposure to international clients and C-suite stakeholders, • Clear, meritocratic progression to become a subject matter expert and future 360 consultant, • Direct mentorship from a top-performing consultant, on a high performing team, • Early responsibility with meaningful impact and tangible self-dictated earning opportunities What We’re Looking For • Outstanding academics and strong intellectual calibre, • Exceptional attention to detail, • Ambitious, driven, and highly self-motivated, • Confident communicator, able to question, challenge, and contribute ideas, • Ability to grasp complex scientific and commercial concepts, • Proactive, solution-oriented mindset with a track record of high achievement through work ethic and self-reflection Open to: • High-potential recent graduates, • Individuals with experience in research, recruitment, or life sciences-related environments Culture & Environment • High-performance, collaborative team with international reach and reputation, • 4 days in office, WFH Wednesdays, • Strong emphasis on face-to-face collaboration and international exposure, • Regular socials, CSR initiatives, and charity events, • Quarterly feedback culture ensuring employees are heard and developed, • Proven career development pathways and exceptional staff retention rates Package • £28,000 base salary, • Uncapped commission from day one, • Realistic £4K+ commission per quarter, • Additional benefits and socials for all employees Interested? If you’re looking to build a long-term career at the intersection of business, science, and global impact, this is a rare opportunity to do so in a high-performance, internationally respected environment. Interview process: 3 stages Apply directly or message with your CV on sian@rolefilled.com for a confidential discussion.

A senior leader at one of the firms I work with said something recently that stuck with me: "The median researcher adds zero value." He wasn't being provocative for the sake of it, if you think about it. Most quant researchers at most firms are working on the same low-hanging fruit, on overlapping research, competing internally for the same capacity. He went on to describe the kind of person he actually wants to hire, and it was pretty specific: Someone who finds genuine satisfaction in the work itself. Not the comp table (appreciating that no-one works for free, right!), not the brand... Quant researchers who read JVM optimisation papers because they want to understand why their backtest is slow, not just that it's slow. Developers who dig into market microstructure literature because they want to understand what their execution code is actually doing, not just that it works. The kind of person whose curiosity bleeds across disciplines; researchers who think like engineers, engineers who think like traders, because they've figured out that the interesting problems are multi-faceted. Someone with enough intellectual disagreeableness to challenge assumptions in a room full of people, because they care more about being right than being liked. And critically, someone who has actually delivered something, personally, not just improved or maintained what was already there. If that sounds like something you have thought about, and perhaps at some level agree with, maybe we should chat. The Firm: a proprietary systematic shop with hubs in London and NYC, and satellite locations in Europe and US. What they trade: Futures and Equities. Short-term / mid-freq holding periods. Exceptional research and execution infrastructure. Significant investment in GPU infra to enhance ML/AI-driven research. Experience delivering strategies at Sharpe ~2-3+ is the qualifier. If you're currently running strategies at that frequency and wondering why your infrastructure costs eat half your contribution, or why 23 other teams at your firm are crowding the same positions, and think that you'd genuinely be interested in being somewhere that you could add direct value to the top-line within an environment that is demonstrably meritocratic (I have numerous examples of this playing out historically within the firm), it'd be worth getting in touch to find out more. What they don't want: someone optimising for their next move. Someone whose first question is "what's the guarantee?" (we'll chat about it, but if it's the primary motivator, that's probably a self-selector...). Someone who views collaboration as a vulnerability rather than an edge. This firm isn't entirely unique, but it's clear on its strategy. I'm also working with a small number of firms that operate this way. London or NYC as primary hubs, fully remote optionality on the table potentially. If this sounds like the kind of environment where you'd do your best work, we should definitely chat. ben@augmentti.com

Crypto is the only major asset class left where the microstructure is still being figured out in real time. A top-tier crypto-native market maker — one of the largest liquidity providers in digital assets across CEX, DEX, and OTC — is hiring a quant researcher to push their HFT alpha stack forward. Founder-led, founder-funded, no outside capital dictating the roadmap. Game-theoretic DNA in the research culture. A team pulled from elite trading firms, olympiads, and top research institutions — high-talent, low-ego, allergic to politics. Why this seat is rare Pure research. No plumbing, no devops detours. Feature design, model architecture, signal improvement — that's the job. Full alpha stack. You'll work from feature engineering through statistical modelling to optimiser tuning. Breadth that's hard to find at firms where the stack has been carved into specialist silos. Real feedback loop. They deploy fast. Your work hits live strategies and shows up in PnL the same week — not the same quarter. Markets that still reward thinking. Crypto microstructure is fragmented, fast-moving, and full of inefficiencies the TradFi playbook doesn't quite solve. The interesting problems are still on the table. Who they're looking for A rigorous, empirically-minded researcher who loves noisy data and sharp questions. Strong in Python and/or C++, fluent in stats and optimisation, and able to take an idea from hypothesis to production without hand-holding. PnL track record, olympiad pedigree, or world-class academics — any of the three lands. 2–7 years is the sweet spot, but they hire for slope, not seniority. If you want to do real research in markets that still pay for it — get in touch.

One of the best equity fund management houses in the UK is looking to add a Senior Researcher / Junior Portfolio Manager to its equities team. This highly successful and established group applies a systematic framework to fundamental ideas, running high‑conviction global equity strategies that sit between traditional active and passive investing. It is a natural home for fundamental stock‑pickers who are excited about using modern quantitative tools to scale their investment thinking. This is a chance to join a leading global asset manager’s systematic equity team, working on high‑conviction global strategies that bridge the gap between stock‑picking and index‑like efficiency. The team uses a robust quantitative framework to analyse a very broad global stock universe, combining systematic stock selection with clear, intuitive fundamental insights. You would be part of a long‑established, well‑resourced platform that has spent many years refining its process and building a strong, diversified track record within a large global equities business. For someone who enjoys public‑market investing, wants to scale fundamental ideas through data and models, and ultimately aspires to be a Portfolio Manager, it offers both intellectual stretch and a visible path to greater responsibility. This opportunity is suited to candidates who think like fundamental investors but are comfortable working with data, models and tools. They should combine analytical rigour with genuine insight into valuation, business quality and the drivers of long‑term stock performance, and be keen to use systematic techniques to make that insight more consistent and scalable. Key responsibilities: • Lead research projects to strengthen the team’s assessment of valuation, business quality and evolving risks across global equities., • Analyse company financial data alongside broader market datasets to deepen stock‑level insight and support systematic stock selection., • Translate research into practical improvements to stock selection signals and portfolio construction., • Work closely with portfolio managers to refine investment approaches and respond to changing market conditions., • Present clear, well‑reasoned conclusions and contribute to a collaborative research and idea‑generation culture. Experience required • 6+ years’ experience within equity markets, ideally in asset management or a systematic/quantamental setting., • Strong understanding of fundamental company analysis and equity valuation frameworks, with a clear passion for stock‑picking., • Excellent communicator, • Experience of quantitative modelling or data analysis (for example factor models, portfolio optimisation, risk systems, or large‑scale equity datasets)., • Working knowledge of portfolio management concepts and benchmark awareness., • Confidence working with equity market and financial statement data., • Familiarity with modern quantitative tools; programming experience (for example Python) is advantageous. The position offers a clear long‑term progression path into portfolio management. Due to the increased number of applications for this role, we will only respond to candidates whose experience most closely matches the criteria. At our company, we prioritise equity throughout the recruitment process and are committed to ensuring fairness and equal opportunities for all applicants. If there is anything we can do to make the process more accessible to you, please let us know.

One of the best equity fund management houses in the UK is looking to add a Senior Researcher / Junior Portfolio Manager to its equities team. This highly successful and established group applies a systematic framework to fundamental ideas, running high‑conviction global equity strategies that sit between traditional active and passive investing. It is a natural home for fundamental stock‑pickers who are excited about using modern quantitative tools to scale their investment thinking. This is a chance to join a leading global asset manager’s systematic equity team, working on high‑conviction global strategies that bridge the gap between stock‑picking and index‑like efficiency. The team uses a robust quantitative framework to analyse a very broad global stock universe, combining systematic stock selection with clear, intuitive fundamental insights. You would be part of a long‑established, well‑resourced platform that has spent many years refining its process and building a strong, diversified track record within a large global equities business. For someone who enjoys public‑market investing, wants to scale fundamental ideas through data and models, and ultimately aspires to be a Portfolio Manager, it offers both intellectual stretch and a visible path to greater responsibility. This opportunity is suited to candidates who think like fundamental investors but are comfortable working with data, models and tools. They should combine analytical rigour with genuine insight into valuation, business quality and the drivers of long‑term stock performance, and be keen to use systematic techniques to make that insight more consistent and scalable. Key responsibilities: • Lead research projects to strengthen the team’s assessment of valuation, business quality and evolving risks across global equities., • Analyse company financial data alongside broader market datasets to deepen stock‑level insight and support systematic stock selection., • Translate research into practical improvements to stock selection signals and portfolio construction., • Work closely with portfolio managers to refine investment approaches and respond to changing market conditions., • Present clear, well‑reasoned conclusions and contribute to a collaborative research and idea‑generation culture. Experience required • 6+ years’ experience within equity markets, ideally in asset management or a systematic/quantamental setting., • Strong understanding of fundamental company analysis and equity valuation frameworks, with a clear passion for stock‑picking., • Excellent communicator, • Experience of quantitative modelling or data analysis (for example factor models, portfolio optimisation, risk systems, or large‑scale equity datasets)., • Working knowledge of portfolio management concepts and benchmark awareness., • Confidence working with equity market and financial statement data., • Familiarity with modern quantitative tools; programming experience (for example Python) is advantageous. The position offers a clear long‑term progression path into portfolio management. Due to the increased number of applications for this role, we will only respond to candidates whose experience most closely matches the criteria. At our company, we prioritise equity throughout the recruitment process and are committed to ensuring fairness and equal opportunities for all applicants. If there is anything we can do to make the process more accessible to you, please let us know.

SF Search Partners is a specialist executive search firm partnering with private equity‑backed, high‑growth, and established organisations to appoint senior leadership and mission‑critical hires. We work closely with PE investors and their portfolio businesses to deliver leaders who drive value creation, transformation, and growth. We pride ourselves on rigorous research, deep market insight, and delivering exceptional talent and service to our clients. The Role We are looking for an experienced Executive Researcher to support the team in delivering high‑quality executive search assignments. You will play a critical role in identifying, engaging, and assessing C‑suite and senior leadership talent, ensuring we present exceptional shortlists to our clients. This is a hands‑on research role, ideal for someone who thrives in a collaborative environment and enjoys working on complex, high‑impact searches. Key Responsibilities • Conduct in‑depth market mapping and research for executive and senior leadership searches, • Source and identify high‑calibre C‑suite and senior candidates using a variety of channels, • Approach, engage, and hold credible conversations with senior‑level candidates, • Qualify and assess candidates against client briefs, ensuring quality and cultural fit, • Build strong long‑term relationships with senior professionals within your markets, • Partner closely with Consultants throughout the search process to deliver successful outcomes, • Prepare detailed candidate profiles, reports, and shortlists for client presentation, • Maintain accurate and up‑to‑date records within internal systems and databases, • Contribute insight on market trends, talent availability, and competitor activity About You • Proven experience as an Executive Researcher, Senior Researcher, or similar role within executive search, • Demonstrable experience sourcing, shortlisting, and speaking with C‑suite and senior leadership candidates, • Strong track record of supporting end‑to‑end executive search assignments, • Confident communicator, able to engage credibly with senior stakeholders and candidates, • Highly organised with excellent attention to detail, • Strong storytelling ability, • Comfortable working collaboratively with Consultants in a fast‑paced environment, • Proactive, intellectually curious, and driven to deliver high standards of work What We Offer • The opportunity to work on high‑profile executive search assignments, • A collaborative and supportive team environment, • Hybrid working (Office Location - London Mayfair), • Clear development and progression opportunities within executive search, • Competitive salary and benefits package

£150,000-200,000 GBP + Performance based bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Quant Researcher/Trader - Crypto - London/Paris Anson McCade are working with a systematic hedge fund which is expanding their Crypto team. The firm can hire globally, and is looking for a Quant Researcher/Trader to research and deploy either HFT/MM strategies. The successful candidate will be able to manage their own models, and will receive a performance-based bonus. The Role: • Researching strategies across CeFi or DeFi venues in collaboration with other Quantitative Researchers, Developers and the Research Lead., • Working on the development of infrastructure and tools, as well as the research, implementation and management of strategies., • The successful candidate will manage their own book, and can lead more junior Quants in the team.Requirements:, • The ideal candidate will have over 2 years of experience, including a background in Market Making or Central Risk Book trading. Experience with digital assets is preferred but not required., • Coding skills in Python, experience with other programming languages is also beneficial., • A Master's or PhD from a top university is preferred.

Quant Researcher (HFT / MFT) – London | Hybrid (Remote for top candidates) We are working with a top-performing global trading firm building out their systematic stack across both traditional markets and crypto. They trade across HFT and MFT horizons, real focus on scalable, alpha-driven strategies across equities, futures, FX + digital assets. Looking for strong Quant Researchers who can come in and actually build. Ideal candidate is coming with more than 2 years experience in an established trading firm. What you’ll be doing: • Research + deploy alpha across HFT / MFT strategies, • Work with large, noisy, high-frequency datasets, • Find inefficiencies across venues, products, and asset classes, • Build models, test fast, iterate faster, • Work closely with traders + engineers to get things live, • Constantly optimise performance, execution, risk What they want: • Strong academic background (Maths / Physics / CS or similar), • Experience in HFT / MFT / short-term systematic trading, • Exposure to traditional markets and/or crypto, • Strong coding (Python, C++ etc.), • Actually understands market microstructure, • Has built alpha / contributed to live strategies Why it’s good: • Proper upside (bonus + PnL share), • Trading both TradFi + crypto, • Lean, high-performing team. No passengers, • Good infra, good data, no blockers, • Hybrid London, flexible for the right people, • Ideas go live, quickly Culture: • Meritocratic, • Low ego, • Straightforward, • Built around performance Up to £250k base + bonus + potential PnL share. Can be flexible for the right candidates. If this sounds like something you might be interested in, please apply with an up to date CV and we can arrange a time for a call. Many thanks, Ed

Role:- As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques. Your role will involve:- • Statistical modelling of financial and non-financial datasets, examining real-world data., • Delivering high quality statistical research output against our research goals., • The opportunity to make an impact on the continued build out of Systematic Macro infrastructure ., • The opportunity to deploy capital across FX, EM FX, Rates, Commodities and Equites asset classes. Requirements:- • 3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates., • Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling., • Experience of building and running systematic intraday futures/ FX strategies., • A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc)., • Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics, • Strong programming skills in either C++ / Python. Apply:- Please send a PDF resume to quants@ekafinance.com

£120,000 - 200,000 GBP Onsite WORKING Location: City Of London, Central London, Greater London - United Kingdom Type: Permanent My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team. This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies. Key Responsibilities • Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights., • Research, develop, and implement cutting-edge quantitative trading strategies., • Continuously monitor and improve the performance of existing strategies., • Develop a deep understanding of global market structures and microstructure dynamics.Requirements, • Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering., • Strong programming skills in at least one core language - Python, C++, or Java., • Proven experience in quantitative research or systematic trading environments., • Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment.What's on Offer, • Highly competitive compensation package with performance-based bonuses., • Access to state-of-the-art technology, proprietary tools, and vast datasets., • A world-class team environment that encourages innovation, ownership, and growth.Interested in learning more? Click 'Apply Now', or reach out directly to Stephen Kennedy at Anson McCade via LinkedIn for more Information.

Quant Associate Director | Global Consulting Company | £60k–£70k DOE + Performance Based Bonus | Central London / Mostly Remote We're working on an exciting opportunity with a global consulting company; they are hiring for a Quant Associate Director to join their growing team (UK-based candidate). The Company Operating internationally, the company provides research and insights services that help businesses make better data-driven decisions. They specialise in market intelligence, competitor analysis, and sector-specific research across industries such as Finance, Asset Management, Private Equity, Tech, Management Consulting & Luxury Retail. The Role A high-impact role for a researcher who wants real ownership - working directly with sophisticated asset management and financial services clients, turning complex primary research into strategic insight that shapes decisions. The visibility and variety here are what larger firms rarely offer at this level. With direct exposure to senior leadership and client relationships, the path to Director is clear and actively supported - ideal for someone ready to step up without waiting for a seat at the table. The Candidate Key attributes of the successful candidate include: • Quantitative research expertise - survey and questionnaire design, fieldwork management, and techniques such as Conjoint, Max Diff, Segmentation, and Key-Driver Analysis, • Financial services background - a good understanding of B2B client dynamics and the strategic questions that matter in this space, • Strong communication skills - able to hold their own in client interactions, answer questions directly, and present findings with confidence and clarity, • Commercial mindset - a willingness to take on revenue responsibilities and grow into a client-facing, commercially accountable role over time

Job Title: Researcher Location: Camden, hybrid Salary: £25,000 - £30,000 + bonus Job Reference Number: 35617 Develop your media career with a market-leading celebrity intelligence platform which provides propriety information before it becomes headlines. As a researcher you will be working on their celebrity desk. It's a fast-paced, data-focused role where you'll be dealing with inbound custom from celebrities & PR execs and monitoring industry news. You will provide leading media, fashion, and PR readers with up-to-date intelligence and uncover the latest information on celebrities, influencers and talent across the world. We are looking for an early career professional with excellent professional research, writing, and communication skills from fast-paced role and an outstanding academic record. You’ll need a demonstratable passion for the celebrity media & entertainment industry, and a willingness to learn quickly in a dynamic working environment. Key responsibilities: • Verifying inbound information and news on celebrities, influencers, and talent for the platform’s database., • Working on the Celebrity Desk, sourcing and updating celebrity contacts, and dealing directly with agents, managers and stylists., • Keeping up to date with, and writing on, commercial industry news, operating in a high-volume research environment with 50-70+ events researched daily. Key requirements: • Professional experience in a fast-paced, deadline driven environment and a strong academic track record; 2:1 degree or higher from a leading university., • Demonstratable capacity for quick turnaround, accurate work with strong verbal communication skills, and the ability to take ownership of your tasks., • Strong interest in entertainments and arts sector, specifically the celebrity and influencer sector.

📊 Qualitative Associate Director 📍 London (Hybrid) | Salary up to £80,000 Ready to lead high-profile client accounts and make an impact with world-class brands? This fast-growing insight agency partners with some of the most exciting global clients – from iconic entertainment and tech brands to retail and innovative disruptors. This is an award-winning agency known for its cutting-edge thinking, creative approaches, and influence across the industry. Here, your ideas won’t sit in a slide deck; they’ll help shape real decisions. As an experienced Associate Director, you’ll lead client accounts end-to-end, managing relationships, shaping strategy, and overseeing delivery across a diverse range of qualitative projects. You’ll be a visible, hands-on senior researcher, moderating sessions yourself to ensure the depth of insight that underpins nuanced strategic recommendations. 📈 You’ll ideally have worked across multiple qualitative methods and project types, including: • Brand and creative development, • Concept and service exploration, • UX and innovation 👭 You’ll join a collaborative, high-performing team that values growth, mentorship, and the freedom to lead and innovate. What you’ll bring: • Proven experience managing senior client accounts in a market research agency, • Strong expertise in qualitative research design, moderation, and analysis, • Hands-on approach to fieldwork and a flair for turning complex insights into actionable, strategic recommendations, • Breadth of experience across multiple methods and project types as listed above, • Creativity, curiosity, and a strategic mindset 🚀 If you’re ready to combine client leadership with hands-on research to deliver high-impact insights, this could be your next step! Please apply for next steps. For successful applicants, a recruitment consultant will be in touch via email to schedule a briefing call. We will explain the role in more detail and share the company details before creating a formal application. Note: Due to the high volume of applications we receive, only shortlisted candidates will be contacted.

We are seeking a talented Quantitative Researcher to develop machine learning-based models for systematic trading in digital asset and financial markets. This is a front-office research role based in the UK, offering hands-on experience with high-frequency market data, advanced ML architectures, and collaboration with a team of quantitative researchers and engineers. Responsibilities • Develop ML-based alpha generation models using high-frequency order book and market microstructure data, • Design and maintain robust data pipelines, preprocessing, and feature extraction workflows for streaming tick data, • Research and implement advanced deep learning architectures for short-horizon forecasting and signal extraction, • Collaborate with quantitative researchers and engineers to integrate models into live trading systems, • Optimise inference latency and ensure model robustness under live market conditions, • Continuously refine model performance through systematic backtesting, live evaluation, and monitoring Requirements • Degree in Computer Science, Machine Learning, Applied Mathematics, or a related quantitative discipline, • Strong programming skills in Python and familiarity with standard ML libraries, • Proven experience applying ML/DL techniques to real-world problems, • Familiarity with time-series modelling, signal extraction, or high-frequency data, • Experience developing ML infrastructure, including data pipelines, experiment tracking, and version control, • Collaborative mindset and problem-solving orientation Preferred Experience • Exposure to finance, trading, or quantitative research (helpful but not required), • Publications, competition results (e.g., Kaggle, academic ML contests), or open-source contributions, • Familiarity with C++, CUDA, or other low-latency systems Why Join • Work at the forefront of systematic trading and digital asset markets in the UK, • Hands-on exposure to large-scale, high-frequency data and cutting-edge ML techniques, • Collaborative, meritocratic team environment with direct impact on strategy and performance, • Fast-paced, technology-driven culture offering meaningful ownership and growth, • Competitive UK-based compensation aligned with experience and performance

About the Firm We are a global, technology-driven trading firm focused on digital asset markets. The business operates across major electronic trading venues, providing liquidity and execution solutions to a broad range of institutional counterparties. Alongside its core trading activities, the firm works with emerging digital asset projects and supports financial institutions expanding into the space. It also selectively invests in early-stage opportunities within the broader digital asset ecosystem. The firm combines the technical sophistication of established quantitative trading environments with the agility of a fast-scaling technology business. With a long-term perspective on digital assets, it is focused on building robust, scalable, and efficient trading infrastructure. The Role We are looking for a Quantitative Researcher with experience developing mid-frequency (MFT) or short-term systematic strategies across traditional financial markets (e.g. equities, futures, FX) or digital asset markets. You will utilise a sophisticated research and execution platform to develop, test, and deploy trading strategies in digital asset markets. Working closely with trading and engineering teams, you will refine models, improve execution, and explore new sources of alpha across a diverse set of instruments. Responsibilities • Develop and implement mid-frequency trading strategies (from seconds to multi-day holding periods), • Design predictive models to capture inefficiencies in digital asset markets, • Analyse high-frequency and tick-level data to identify alpha signals and microstructure patterns, • Conduct robust backtesting, simulation, and optimisation of strategies, • Partner with engineering teams to improve execution and system performance, • Iterate on and scale strategies across multiple trading venues Requirements • Experience developing systematic trading strategies with demonstrable performance, • Strong academic background in Mathematics, Statistics, Computer Science, Engineering, or a related field, • Proficiency in Python (C++ or other low-level languages is a plus), • Solid understanding of statistical modelling, time series analysis, and market microstructure, • Interest in applying quantitative strategies to digital asset markets, • Strong collaborative and problem-solving mindset Preferred Experience • Exposure to digital asset markets or related trading strategies, • Experience in market making or liquidity provision, • Familiarity with exchange connectivity, APIs, and electronic trading systems, • Experience working with alternative or non-traditional datasets Why Join • Opportunity to work in a high-growth area within global markets, • Direct impact on trading performance and strategy development, • Collaborative and meritocratic team environment, • Fast-paced, technology-driven culture with significant ownership, • Competitive compensation aligned with performance

About the Firm Our client is a globally established quantitative investment firm with a proven track record of developing and managing successful systematic trading strategies for more than a decade. Having evolved into a leading hedge fund, the firm now operates across multiple international markets and combines expertise in quantitative research, trading, and technology to drive performance. The business is built around a highly collaborative environment where researchers, traders, and engineers work together to develop innovative investment solutions. Their proprietary technology stack and cutting-edge infrastructure support large-scale trading activity across a diverse range of asset classes. The Role As a Quantitative Researcher, you will play a key role in the research, development, and implementation of systematic trading strategies within the firm's automated trading platform. Working alongside experienced researchers and traders, you will analyse market data, generate insights, and contribute to the ongoing enhancement of trading models. Key Responsibilities • Research, develop, and deploy quantitative trading strategies using the firm's proprietary trading framework, • Apply advanced statistical and quantitative techniques to large datasets to identify trading opportunities, • Develop a deep understanding of market microstructure across various exchanges and asset classes, • Ensure data integrity and operational readiness of research and trading systems before market open, • Monitor the performance and behaviour of live trading strategies and investigate anomalies when required, • Collaborate closely with researchers, traders, and technology teams to improve existing models and processes Requirements Education • Master's degree or PhD in a quantitative discipline such as Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, Physics, or a related field from a leading university Technical Skills • Strong programming skills in at least one major language such as Python, C++, or R, • Experience working with large datasets and quantitative modelling techniques Personal Attributes • Excellent communication and collaboration skills, with the ability to work effectively across global teams, • Strong attention to detail and a methodical approach to problem-solving, • Ability to thrive in a fast-paced, high-performance environment, • Self-motivated with a genuine interest in quantitative finance and systematic trading This is an excellent opportunity to join a highly respected quantitative investment firm and contribute directly to the development of sophisticated trading strategies in a research-driven environment.

£150,000-250,000 GBP Formulaic Bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client is an established quantitative hedge fund operating in the mid/low frequency trading space, with teams globally. The firm is looking for experienced Quantitative Researchers/Traders and Portfolio Managers, particularly those covering systematic Macro Futures or FICC markets, to build and lead a team and trade their own strategies in return for a performance based bonus. The firm can offer exceptional resources, including historical market data, alternative/fundamental datasets, development support, and cutting-edge execution infrastructure, allowing strategies to cover intraday and mid frequency time horizons, while maintaining low costs and a quick time to market. The Role: • Building and leading a desk where you will research and trade alphas based on analysis of market or alternative data., • Researching and monetizing signals, monitoring performance of models and optimising them where possible., • Creating quantitative tools to aid the strategy development process, such as execution algorithms, modelling libraries, etc. for the rest of your trading team to use.Requirements:, • A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc., • Coding proficiency in at least one language, such as C++ or Python., • At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of macro strategies., • You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.

The work This is a systematic quant researcher role within a cross-asset trading environment spanning holding periods from intraday (mins/hours) to weeks. You will own the full research pipeline: signal generation, testing, portfolio-level analysis, and work with live capital. The asset universe is broad: equities, futures, FX, credit, commodities, and ETF structures all feature. The problems are genuinely hard: signal decay, regime sensitivity, execution friction, and cross-asset correlation structure all matter here. You will be expected to form views, test them rigorously, and defend them. The infrastructure You will have access to data and compute infrastructure at a scale very few firms can match. Research custom trading models to compete with the scale of frontier LLMs, consuming trillions of tokens of market data. Experimentation here is not constrained by tooling, it is constrained by the quality of your ideas. How the team operates Research here is a shared endeavour, not a collection of siloed books. Every researcher has full visibility into every active strategy's code. There are no black boxes, no protected territories. The expectation is that collective understanding produces better research than individual ownership. Strategies are sized for their contribution to the portfolio as a whole, not as standalone entities. That means your work is evaluated at the system level, which rewards researchers who think carefully about covariance, capacity, and cross-strategy interaction, not just isolated backtest Sharpe. What we're looking for You have 3-10 years of experience in a systematic trading environment, a hedge fund, prop trading firm, or closely related research role. You have built and shipped predictive models against real market data, not just in simulation. You have a rigorous research methodology, and are driven by data and intuition to come up with novel ideas, and augment existing ones. Core requirements: • Strong statistical foundations: time-series analysis, factor modelling, signal research, • Python proficiency; C++ experience strongly preferred (you will be interacting with C++ day to day), • Experience across more than one asset class, or a clear track record in one with genuine appetite to work cross-asset, • Ability to take a research idea from hypothesis to backtested strategy to production-ready code, • Comfort operating in an environment where your work is visible and subject to peer scrutiny The right mindset: You are intellectually honest about what your models do and don't explain. You are more interested in understanding market structure than in protecting alpha. You find the idea of a shared codebase appealing rather than threatening. Where? London is a focus area, but realistically anywhere across the major financial hubs (NYC, Singapore, Hong Kong, Chicago).

£Competitive GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent Our client is a leading global market maker whose team of quantitative researchers brings markets to life by developing and implementing cutting-edge trading strategies every day. This highly skilled team leverages sophisticated statistical techniques to design, test, and optimize automated quantitative trading models that directly impact trading performance. They are seeking an extraordinary Quantitative Researcher who embodies their core values of winning, integrity, continuous learning, and fostering a meritocratic culture. Key Responsibilities: • Conduct in-depth research and statistical analysis to evaluate securities and trading opportunities, • Work with large and unconventional data sets to develop and enhance trading strategies that have immediate effects on P&L, • Conceptualize valuation methods, develop robust mathematical models, and translate algorithms into efficient, maintainable code, • Back-test models rigorously and implement trading signals within a live trading environment to optimize execution and profitabilityRequired Skills and Experience:, • Advanced academic background in mathematics, statistics, physics, computer science, or a closely related quantitative discipline, • Proficiency in probability and statistics, including time-series analysis, machine learning, pattern recognition, and natural language processing (NLP), • Demonstrated experience working in a data-driven research environment, ideally within finance or related fields, • Strong programming skills, particularly in Python; familiarity with analytical tools such as R or Matlab and compiled languages like C++ is highly advantageous, • Exceptional analytical and problem-solving abilities with a track record of applying quantitative techniques to complex challenges, • Excellent communication skills, capable of clearly conveying advanced concepts and research findings, • Expertise in developing algorithms to analyze large datasets and conduct meticulous error checkingWhy Join?, • Work alongside a world-class team driving innovation in automated trading, • Make an immediate, measurable impact on trading performance and profitability, • Thrive in a culture that rewards merit, encourages learning, and upholds the highest standards of integrityIf you are passionate about quantitative research and eager to contribute to a dynamic, high-performance trading environment, we would love to hear from you. Interested in learning more? Click 'Apply Now', or reach out directly to Stephen Kennedy at Anson McCade via LinkedIn for more Information.

Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro Quant Researcher to work with a new Portfolio Manager within their Systematic business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro futures markets (excluding commodities). Key Responsibilities: • Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and forecast asset prices., • Data Analysis & Signal Generation: Analyse large and complex datasets, including macroeconomic indicators, market prices, and alternative data sources, to extract predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models., • Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions., • Risk Management: Work closely with risk management teams to assess and manage the risks associated with trading strategies. Develop risk models that account for various market scenarios and stress conditions. Requirements: • 2-5 years’ experience in a high-performance trading environment, ideally on the buyside., • Experience of developing and implementing successful quantitative trading strategies, preferably within macro futures markets., • Advanced (Ph.D. or Master's) degree from a top-tier institution, in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related field., • Strong programming skills in Python, R, or a similar language, and the ability to write clean code., • Experience with statistical analysis, econometrics, and machine learning techniques., • Proficiency in working with large datasets and data analysis tools. Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.

About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at • As at 31 December 2025 Purpose of Role: We are looking for a talented quantitative researcher to join the team to further the use of quantitative methods within discretionary investing at Man Group. The ideal candidate will contribute to the development and enhancement of discretionary investment strategies through quantitative research and innovation, combining strong market knowledge with an interest in helping portfolio managers leverage AI tools in their day-to-day process. The Team: PM Research is a team of quantitative researchers focused on delivering high-impact research that supports discretionary portfolio management teams at Man Group. We work on a wide range of projects - including researching and implementing signals, building portfolio optimisation tools, developing behavioural analytics, and building AI tools to support the investment process - that directly shape the way in which our portfolio managers invest and trade. Your Responsibilities: • Work closely with discretionary Portfolio Managers to add value to their process through signal development, data-based modelling, and testing/developing market heuristics, developing deep familiarity with the markets and sectors they trade., • Work to optimise our discretionary portfolios, using risk modelling, portfolio construction, and optimisation., • Backtest and implement signals using both traditional and alternative data sources., • Follow industry and academic literature for innovations in quantitative strategies (and more generally) and suggest how discretionary PM teams can profit from them., • Collaborate effectively with team members and communicate complex technical concepts to a less technical audience., • Stay updated with market trends and continuously seek opportunities for improvement of existing processes and innovation using quantitative methods., • Help PMs identify and integrate AI tools into their workflow where they add value to research, screening, or decision-making. Your Skills / Experience: • Ability to explain technical details to a less technical generalist audience., • Understanding of portfolio construction and optimisation., • Experience of using equity risk models., • Strong knowledge of financial markets, including the sector-level and stock-specific drivers of returns., • Exceptional academic background, preferably in a STEM field., • Strong knowledge of Python and experience of data analysis techniques along with relevant libraries., • Previous experience with optimisation packages such as Mosek is a plus., • Familiarity with credit markets is advantageous but not required., • Ideally experience in a quant researcher role; direct experience working with discretionary Portfolio Managers is a strong plus., • Interest in applying AI and LLM-based tools to investment workflows; hands-on experience building such tools is a plus. Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at . You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact .

About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at • As at 31 December 2025 Algo Research Team: Algo Research team is responsible for alpha research across a wide range of time-scales (from high frequency to days), design of monetisation/execution algos and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, Options). We work in close collaboration with various systematic research teams across Man Group to maximise realized P&L of strategies. Algo Research is one of the key focus areas for Man. We are looking for a Quantitative Researcher with a primary focus on Futures whose responsibilities will include: • Creating high quality intraday predictive alpha signals in futures on the scale of sub-second to hours, from order book and alternative datasets, • Applying ML techniques to alpha research, • In-depth market impact modelling, • Solving optimal execution optimization problems, • Identifying highest P&L opportunities, • Close collaboration with researchers across the Man Systematic Technology and Business Skills: Essential • 4+ years of work experience on the Buy side, • Experience building intraday alpha for futures markets (N, • Deep understanding of statistics/ML and an ability to apply it to real world problems, • Expertise in a high-level programming language such as Python, • Exceptional analytical skills; recognised by peers as an expert in their domain, • Ability to conduct research independently as well as work as part of a larger team and manage multiple stakeholders Advantageous • Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes, • Experience with Deep Neural Networks, • Experience with handling large data sets and tick data Personal Attributes • PhD or exceptional Master’s / Bachelor’s qualification in a quantitative subject, • Intellectual integrity with a keenly analytic approach to problem solving, • Ability to deliver projects with high commercial value, • Hands-on attitude; willing to get involved with technology and projects across the firm, • Self-organised, with the ability to effectively manage time across multiple projects and with competing business demands and priorities, • Strong interpersonal skills, establish and maintain a close working relationship with quantitative researchers, technologists, traders and senior business people alike, • Confident communicator, able to argue a point concisely and deal positively with conflicting views Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at . You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact .

Job Title:Senior UX Researcher - Technical Products Location: London - once a week in the office Salary/Rate: £690 per day inside IR35 Start Date: 08/06/2026 Job Type: Contract - 3 months initially Company Introduction We have an exciting opportunity now available with one of our sector-leading publishing clients! They are currently looking for a skilled Senior UX Researcher to join their team for an initial three-month contract. Job Responsibilities/Objectives You'll lead our understanding of user behaviours, needs, and motivations, setting the direction for UX Research across a business or product line. You'll bring expertise in a wide range of research and testing methods, and your insights will directly influence strategy and design decisions. Along the way, you'll also play a supportive role in mentoring fellow researchers, helping the team grow stronger together Focuses on customer and user needs by understanding use cases, integrating UX feedback into design, aligning teams to meet expectations, sharing insights, and analysing market segments and competitors. Applies creative problem solving by thoroughly analysing briefs, exploring multiple perspectives, collaborating with stakeholders and designers, and using research insights and reflection to guide and test solutions. Leads user-centred product design by applying diverse UX research techniques, mentoring junior team members, producing research docu...

We are looking for reliable and detail-oriented Field Market Researchers to carry out on-site research within fast food restaurant establishments.

Are you looking for a role that blends rigorous research with meaningful, client-facing work? Want real ownership of your career while learning directly from industry leaders with 25+ years of experience of executive search expertise? About the Company- Executive Researcher We are a specialist executive search firm dedicated to securing transformative ;leadership talent for high-growth and market-leading organisations. Our work is rooted in meticulous, research-led search across executive and board-level appointments, with particular focus on technology, digital, and innovation-driven sectors. Renowned for our discretion, analytical depth, and precision, we partner closely with founders, investors, and senior leadership teams to solve their most critical hiring challenges. Every assignment is underpinned by original research, comprehensive market mapping, and a consultative approachensuring not only a successful placement but the right long-term leadership fit. Operating across the UK, Europe, and the US, we bring a global perspective with an unwavering commitment to excellence. We are now seeking an Executive Researcher who is intellectually curious, commercially astute, and motivated by the impact of exceptional leadership. The Benefits- Executive Researcher • £32k base salary + discretionary bonus up to 4...

Execution Trader £100,000 GBP +Disc bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a leading a quantitative hedge fund, which engages in systematic, process-driven proprietary trading. The firm builds automated trading strategies aimed at capturing market inefficiencies across various markets and asset classes from a few milliseconds to longer term both pure arbitrage or statistical in nature. The team has an extensive history of successfully running quantitative trading strategies for more than a decade, and had spun out as a Hedge Fund. They operate at the intersection of trading, quantitative modelling, and technology and roles are therefore highly interdisciplinary. They trade on state-of-the-art infrastructure to handle their large trading volumes with offices globally. They are looking to add a both a Trader and Researcher profile to their Quant Execution Analytics (QEA) team. The team manages the central high-touch execution ecosystem across asset classes, and you will be responsible for interfacing with traders, execution quants, external counterparties and other internal stakeholders on designing and improving the execution processes, as well as onboarding new products to trade. If you are looking to join a fast paced, ever-evolving environment, I encourage you to apply.

SF Search Partners is a specialist executive search firm partnering with private equity‑backed, high‑growth, and established organisations to appoint senior leadership and mission‑critical hires. We work closely with PE investors and their portfolio businesses to deliver leaders who drive value creation, transformation, and growth. We pride ourselves on rigorous research, deep market insight, and delivering exceptional talent and service to our clients. The Role We are looking for an experienced Executive Researcher to support the team in delivering high‑quality executive search assignments. You will play a critical role in identifying, engaging, and assessing C‑suite and senior leadership talent, ensuring we present exceptional shortlists to our clients. This is a hands‑on research role, ideal for someone who thrives in a collaborative environment and enjoys working on complex, high‑impact searches. Key Responsibilities Conduct in‑depth market mapping and research for executive and senior leadership searches Source and identify high‑calibre C‑suite and senior candidates using a variety of channels Approach, engage, and hold credible conversations with senior‑level candidates Qualify and assess candidates against client briefs, ensuring quality and cultural fit Build strong long‑term relationships with senior professionals withi...

Senior IT Executive Search Delivery Consultant – Investment Banking Location: Central London / Hybrid Salary: £50,000 – £60,000 Base + 50/50 Commission Split Sector: Executive Search / IT into Financial Services Focus: 100% Retained & Exclusive Mandates The Role: 100% Delivery | 0% BD We are seeking a specialist Senior Delivery Consultant or Executive Researcher to join an elite desk focusing on the highest tier of IT leadership into Investment Banking. This is a 180-role designed for a "pure" recruiter who excels at the search, the approach, and the placement. You will partner with a Senior Business Manager to execute on a constant pipeline of up to 50 live, exclusive roles per month. We are placing CTOs, Heads of Engineering, and C-Suite tech leaders into global banking institutions with 7-figure compensation packages. The Requirements: A Proven Headhunter This is not a role for a database recruiter. To be successful, you must possess: A Robust IT-into-Banking Network: You should arrive with an established "black book" of senior-level candidates within the London and European Financial Services tech market. Proven Headhunting Pedigree: You must be an expert in proactive search, mapping out competitors, and successfully approaching "passive" high-net-worth candidates. * FS Complexity: A deep understanding of the Banking/Investment landscape and the s...

Data & Trends Researcher (AI, Infrastructure & Supply Chains) Remote | Full-time About the Role We're looking for Data & Trends Researchers (mid-senior level) to lead high-impact research into emerging technology ecosystems, with a particular focus on AI infrastructure, supply chains, and real-world signals of technological progress. This role is ideal for individuals who enjoy working at the intersection of data analysis, forecasting, and investigative research, particularly using unconventional or complex datasets (e.g. satellite imagery, supply chain data, or survey data). You will help define research direction, build novel datasets, and produce high-quality insights that inform decision-making on rapidly evolving technologies. Key Responsibilities Conduct research across areas such as: AI infrastructure and datacenters Global technology supply chains Satellite and geospatial data Public and expert polling / surveys Market and company performance trends Analyse complex and incomplete datasets to generate clear, defensible insights Build, clean, and maintain structured datasets to support ongoing research Produce written outputs including reports, briefings, and analysis articles Contribute to defining new research questions and identifying emerging trends Apply quantitative reasoning to estimate uncertain or hard-to-measure phenomena What We're Looking For Core Requirements Strong analytical and quantita...

Junior Quantitative Researcher £120,000 GBP + £70,000 Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade, they spun out as a hedge fund and now operate globally. They are a highly interdisciplinary firm, operating around the intersection of trading, quant modelling and technology. Their trades are facilitated by state-of-the-art infrastructure which handles their larger trading volumes easily. Role: • Using the firms automated trading framework to research and apply strategies, • Using progressive statistical approaches to analyse data and ascertain opportunities for trading, • To build upon and develop strong understanding of market structures of the various exchanges and asset classes., • Pre market - checking that all required data and processes are ready., • During market - sporadically monitoring behaviour and performance of strategies.Ideal Candidate:, • Quantitative background - including Master/ PhD's in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics from a top University., • Programming proficiency with at least one major programming or s...

SENIOR VULNERABILITY ENGINEER Up to £115,000 + Bonus + Share Scheme + Staff Benefits Fully Remote (UK) SECUREhas Strategically Partnered with a Multi-Award-Winning, Software-Based Organisation at the forefront of Pre-Emptive Exposure Management. As a market leader backed by significant venture funding, they are expanding their Offensive Security capabilities, specifically by scaling an Elite Vulnerability Research & Engineering Function across the globe. Role Overview: Step in as the highly technical LeadVulnerability Engineer. Acting as a true Hybrid Researcher & Software Engineer, you will conduct original 0-Day & N-Day Research while Engineering the Production-Grade, LLM-Powered Tooling that Automates Exploit Validation. By hunting down Critical, High-Impact Weaknesses, you ensure their Clients Neutralise Vulnerabilities before Adversaries even strike. Who Should Apply: • The Hybrid Researcher: An Elite Offensive Specialist who refuses ...

Job Title:Senior UX Researcher - Publishing Industry - London Location: London - once or twice a week in the office (candidates must be able to attend the office 5 days per week if needed) Salary/Rate: £690 per day inside IR35 Start Date: 08/06/2026 Job Type: Contract - 3 to 6 months Company Introduction We have an exciting opportunity now available with one of our sector-leading publishing clients! They are currently looking for a skilled Senior UX Researcher to join their team for an initial three-month contract. Candidates must be able to interview next Thursday and available to start on 1st June. Job Responsibilities/Objectives You'll lead our understanding of user behaviours, needs, and motivations, setting the direction for UX Research across a business or product line. You'll bring expertise in a wide range of research and testing methods, and your insights will directly influence strategy and design decisions. Along the way, you?ll also play a supportive role in mentoring fellow researchers, helping the team grow stronger together Focuses on customer and user needs by understanding use cases, integrating UX feedback into design, aligning teams to meet expectations, sharing insights, and analysing market segments and competitors. Applies creative problem solving by thoroughly analysing briefs, exploring multiple perspectives, collaborating with stakeholders and designers, and using research insights and ...

A hands on qualitative researcher with experience of designing discussion guides within a B2B setting. Senior Customer Insight Researcher – Risk & Research Proposition Location: London Reports to: Principal, Customer & Market Research Key Responsibilities * Undertake customer and market research c

White Cube is seeking a Researcher and Writer (Secondary Market) to join its London team full-time.