full-time
Quantitative Researcher - Global Equities
Annonymous
- Employer
- Annonymous
- Location
- London
- Working pattern
- on-site
About the role
Research and test quantitative investment hypotheses, develop and improve multifactor models and systematic signals, and analyse financial and alternative data to identify potential sources of equity-market returns. Validate models, refine portfolio construction and optimisation methods, and collaborate with Portfolio Managers to turn research into implementable investment strategies. Candidates should have approximately 5–10 years of quantitative research experience, strong knowledge of equity markets and factor investing, and practical expertise in quantitative modelling, portfolio construction and optimisation. A numerate degree and Python proficiency are expected, alongside strong analytical, communication and collaboration skills; machine learning experience is advantageous.