Quantitative Developer / Researcher – Long/Short Equities

We are working with an established multibillion-dollar hedge fund looking for a Quantitative Developer / Researcher to join a nine-person investment team. The team runs both a systematic long/short equity strategy and a quant-led, more quantamental long/short strategy.

This role sits between development and investment research. You will build and maintain the systems the team relies on, while working with the PM, investment analysts and quant researcher on signals, backtesting and portfolio analysis. It could be particularly appealing to a strong quant developer who wants to move closer to research without stepping away from hands-on development.

The role will involve:

• Developing and maintaining research and live investment infrastructure, from data ingestion through to usable outputs for the team

• Researching and backtesting equity signals using a range of datasets

• Working with investment analysts and the PM to apply quantitative methods to their investment process

• Analysing strategy performance, exposures and risk, and helping turn research into tools used in practice

We are particularly interested in candidates with buy-side equities experience who have worked on deployed systems and understand the practical challenges of investment research. You should enjoy both building reliable tools and investigating investment ideas, and be comfortable working closely with discretionary investors.

To apply, please send your CV to quantresearch@octaviusfinance.com