Senior Quantitative Analyst, Asset Management, London

Responsibilities

• Research and enhance equity factor models and portfolio construction techniques
• Design and prototype new systematic equity strategies and products
• Translate research into implementable signals within production platforms
• Partner with the portfolio engineering team on model implementation and execution
• Conduct standalone research leading to white papers and presentations
• Engage with distribution to articulate capabilities and support AUM growth
• Integrate systematic research into discretionary investment processes

Requirements

• Experience in quantitative equity, with a track record in equity factors and portfolio construction
• Deep knowledge of risk models, optimisation and sustainability integration
• Strong Python programming (pandas, NumPy) and data manipulation skills
• Proven ability to work with large datasets and research infrastructure
• Understanding of artificial intelligence (AI) and machine learning (ML) techniques applied to equity portfolios
• Postgraduate degree (MSc/PhD) in a quantitative discipline
• Evidence of published research or conference presentations is advantageous