Equities Quantitative Researcher (Systematic Trading)

About the role

Research predictive alpha signals and develop systematic equity strategies, portfolio construction and optimisation models, and risk-aware portfolio methodologies. Validate research through backtesting and out-of-sample testing, collaborate with developers and portfolio managers to deploy models, and monitor and refine live strategies. Requires an MSc or PhD in a quantitative discipline and strong experience as a quantitative researcher, including proven equity alpha research and systematic equity modelling. Candidates should have expertise in portfolio construction and optimisation, factor models, statistical arbitrage, risk modelling, transaction costs, and capacity analysis, plus Python skills and experience with large financial datasets.