Global Quantitative Equity Researcher (mid to low frequency) – London

Job Details

One of the highest performing quant equity research teams globally is currently looking to add an experienced researcher to their team.

You should have 4+ years of experience in equities: Systematic Trading Strategies, Portfolio Optimisation and Quantitative Research working on multi-factor stock selection models, portfolio optimization & simulations. You will be working within a well established team who is constantly working to improve their infrastructure and data analysis in order to develop innovative research ideas.

Applicants should have: 

  • Solid experience researching Quantitative Equity strategies and equity trading signals for mid to low frequency.
  • Excellent knowledge of Portfolio optimization and construction; alpha generation, systematic investment strategies and Quantitative stock picking
  • Knowledge of machine learning and statistical modelling and its application to stock selection
  • Equity Modelling experience:  value-at-risk (VAR) models, transaction cost models, portfolio risk models, stock selection models and portfolio optimization strategies
  • Expertise in a range of areas of statistical research, such as data analysis, Markov Chain and Monte Carlo, time-series modelling and machine learning.
  • Solid statistical programming experience using Python/R/Matlab/SQL
  • PHD or MSC in a quantitative subject from a leading school.

Buy or sell side experience welcome.

The team are not only well-regarded but also have strong performance across their Global business and are currently expanding within systematic strategies.

In order to apply please send your CV in WORD FORMAT to or call 02080044029

Interviews have already begun to take place.