Senior Buy-Side Quantitative Researcher – Equity Signals & Strategies

Location: London, UK
Compensation: Competitive

An exciting opportunity has opened for a senior quantitative researcher to join a leading buy-side investment team, working closely with portfolio managers to develop equity signals and systematic investment strategies. This role involves leveraging data science, alternative data, and portfolio analytics to drive investment decisions.

Key Responsibilities:

• Develop and implement systematic global equity models and signals.

• Source, clean, and extract insights from both traditional and alternative datasets, including credit card transactions, web traffic, app usage, job postings, email receipts, and foot traffic.

• Use employment data, job postings, headcount trends, and competitor analysis to inform investment decisions.

• Enhance portfolio attribution, construction, and optimization to improve risk-adjusted returns.

• Apply machine learning and advanced statistical techniques to identify new alpha opportunities.

• Contribute to the team’s Python and SQL code base, improving efficiency, automation, and research capabilities.

• Stay at the forefront of academic and industry research, incorporating insights into the investment process.

Ideal Candidate:

• Strong experience in quantitative equity research, signal development, and portfolio optimization.

• Expertise in working with alternative datasets and extracting tradable insights from non-traditional sources.

• Proficiency in Python, SQL, and machine learning techniques.

• Deep understanding of equity markets, factor investing, and systematic strategies.

• Proven ability to work closely with portfolio managers, contributing directly to investment decisions.

This is a high-impact role within a leading buy-side firm, offering the opportunity to shape next-generation equity investment strategies.

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