Equities Quantitative Researcher

About the role

Research, develop, and test quantitative signals and systematic investment strategies across global equity markets using fundamental, market, and alternative data. Partner with Portfolio Managers and other investment professionals on actionable insights, portfolio construction, risk and performance analysis, research infrastructure, and monitoring live strategies. The role requires approximately three years of experience in quantitative research, systematic equities, statistical arbitrage, or a related buy-side strategy, along with strong statistical and quantitative modeling skills and advanced Python programming. Candidates should have experience developing and evaluating investment signals or strategies, knowledge of equity markets and portfolio construction, and strong analytical and communication skills; machine learning experience and an advanced quantitative degree are advantageous.