Job Description

Quantitative Researcher

Join our dynamic London-based team as we develop cutting-edge systematic equity strategies. We are seeking a talented individual to conduct in-depth alpha research, construct optimized portfolios, and build robust predictive models.

Responsibilities:

• Develop and refine mid-frequency equity trading strategies.
• Conduct rigorous alpha research and portfolio optimization.
• Leverage advanced statistical techniques and machine learning to analyze large datasets and create predictive models.
• Collaborate closely with portfolio managers to implement research findings.

Requirements:

• Strong Python programming skills and experience with portfolio optimization.
• Advanced degree (Masters or PhD) in a quantitative field from a top-tier university.
• Proven ability to solve complex problems independently.
• Minimum 2 years’ experience in quantitative equity research.
• In-depth knowledge of quantitative finance, econometrics, and asset pricing.

Desired Skills:

• Experience with data-driven signal generation and deployment.
• Passion for financial markets and a collaborative mindset.

Start Date: Immediate, or within 6 months for exceptional candidates.

We offer a stimulating environment where innovation is encouraged and rewarded.