Quantitative Research Analyst Factor Modelling

A leading quantitative investment firm is hiring a Quantitative Research Analyst focused on factor modelling. This is a seat for a rigorous researcher who builds and maintains the cross-sectional factors and risk models that underpin systematic portfolios.

The role

1. Construct and enhance cross-sectional equity factors across global universes
2. Build and maintain factor and risk models, integrating point-in-time data and novel factor constructs
3. Improve factor diversification and downside protection within multi-factor portfolios
4. Produce performance attribution and analytics that support portfolio decisions

You will have

1. An advanced degree (MFE, MS, or PhD) in a quantitative discipline
2. Experience building cross-sectional equity factors and/or risk models
3. A strong grasp of factor construction, econometrics, and point-in-time data handling
4. Strong Python and statistical programming

Why apply

Own the factor and risk-model layer at a serious quant platform, with the data and infrastructure to do it properly. Highly competitive compensation.