Quantitative Researcher –Quantitative Equity Investing
Location: London, UK
Compensation: Competitive
An exciting opportunity has arisen for a Quantitative Researcher to join an equity-focused investment team. The successful candidate will play a key role in developing discretionary alpha signals, quantitative strategies, and portfolio optimization models. This role offers significant responsibility, including business ownership of key signals and models, as well as the opportunity to contribute to cutting-edge research in multi-factor investing, risk analytics, and systematic portfolio optimization.
Key Responsibilities:
Alpha Signal & Strategy Development
Design and implement discretionary alpha signals and investment strategies that are actively used in production.
Lead the development of momentum and sentiment-based signals, driving investment decision-making.
Oversee the next-generation dynamic multi-factor strategy, with a view to full deployment.
Portfolio Construction & Optimization
Business owner of portfolio construction, optimization, and portfolio analytics, ensuring effective investment processes.
Develop and maintain systematic optimization models and tools, built from the ground up to enhance investment performance.
Conduct advanced statistical forecasting and develop proprietary software solutions, including:
Hypothetical scenario modeling
Market crash prediction models
Options-implied forecasting models
Risk & Portfolio Analytics
Oversee portfolio analytics and risk management for multi-asset strategies and long-short equity strategies.
Work closely with investment teams to refine and improve portfolio risk-adjusted returns.
Conduct ongoing alpha research, leveraging quantitative techniques to identify and capitalize on new market opportunities.
Ideal Candidate:
Strong background in quantitative research, equity investing, or portfolio analytics.
Experience developing alpha signals, factor strategies, and systematic models.
Deep understanding of portfolio construction, risk management, and optimization techniques.
Proficiency in Python, R, MATLAB, or other relevant programming languages.
Experience in a quantitative investment firm, asset manager, or hedge fund is highly desirable
This role offers the opportunity to work at the forefront of quantitative equity investing, taking ownership of high-impact research and portfolio analytics. If you are passionate about leveraging data-driven investment techniques and developing industry-leading strategies, we encourage you to apply.
To apply, please submit your CV to quantresearch@octaviusfinance.com