Independent Quantitative Analyst
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Before you apply
LocationLondon, England, gb
Work moderemote · United Kingdom
Typefull-time
SenioritySenior
Experience8+ yrs
Company size3+ people
PostedOct 2, 2026 · 1mo ago
Verified live1d ago
At a glanceSummarised by Seekless from the posting.
Experts in systematic strategies across equities, equity derivatives and multi-asset
Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation
Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models
Strong writing and communication skills
Extensive research, trading or investment experience for institutional clients (8 yrs+)
Demonstrated quantitative track record and evidence of proprietary work
Ability to write differentiated insights for professional investors
Skills
Python
Company Description
Smartkarma connects independent investment research analysts to institutional asset managers, such as sovereign wealth funds, hedge funds, pension funds, boutiques and family offices. Smartkarma’s cloud-based platform leverages the latest in technology to provide a network for independent research analysts to curate and monetize research in an innovative and new way.
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Independent analysts covering more than 4,000 companies now contribute to Smartkarma’s cloud-based platform.
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Insights are published daily with active minute-by-minute discussions, where themes and ideas are debated, discussed and questioned among a community of experts, in real time.
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Over 200 leading institutional asset managers have subscribed, including sovereign wealth funds, global asset managers, hedge funds, boutiques and family offices, worldwide.
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Our top 10 clients alone have over $14 trillion under management. Our investors include Sequoia Capital, Singapore Exchange (SGX), Wavemaker Partners, Jungle Ventures and Spring Seed.
Job Description
Only applications on Smartkarma’s website (https://www.smartkarma.com/home/insight-providers/) will be accepted.
Requirements
In general, looking for former/current systematic traders and quant researchers / analysts:
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Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc);
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Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation;
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Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models (unique data collection, cleaning, normalisation, mapping, signal construction and production pipelines) that are hard to replicate and deliver repeatable edge;
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Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients;
Responsibilities
Example of deliverables:
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Actionable trade and investment ideas based on statistically validated signals and market intuition;
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Factor, risk premia and alpha research;
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Event-driven and catalyst frameworks (earnings, guidance, corporate actions, index changes, macro prints) with empirical edge and playbooks;
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Cross-asset linkages and regime work (risk-on/off, inflation, rates sensitivity, liquidity, positioning and flows);
You will also be expected to offer a high-touch service for select institutional clients
Qualifications
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Extensive research, trading or investment experience for institutional clients (8 yrs+);
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Demonstrated quantitative track record and evidence of proprietary work (datasets, models, tooling, strategy research);
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Ability to write differentiated insights for professional investors (structured, concise, defensible).
Additional Information
All your information will be kept confidential according to EEO guidelines.