full-time
Equity Quant Researcher
Undisclosed
- Employer
- Undisclosed
- Location
- London
- Working pattern
- on-site
About the role
Build and improve cash-equity factor models and portfolio analytics, and develop attribution and performance analysis to support portfolio decisions. Research trading, market impact, and alternative data, while collaborating with the quant team and senior stakeholders on strategy development and execution. Candidates should have 5–7 years of relevant experience, cash-equity expertise, and experience in portfolio analytics, equity factor modelling, and performance attribution. Proficiency in Python or a similar language and familiarity with agentic AI tools are required; trading and market-impact knowledge, alternative-data research, and experience beyond cash equities are desirable.