Equity Quant Researcher - Top L/S Equity Hedge fund
We are exclusively partnered with a highly successful Fundamental Equity Market Neutral Fund to identify an experienced Quant researcher to join their team. This is a unique opportunity to work directly with a world-class PM and senior leadership team in a collaborative and innovative environment.
Required:
2-5 years’ experience working in the Equity long/short alpha space
Good knowledge on Risk Factors with experience working with vendor models such as Barra/Axioma
Experience analysing position exposures and building custom factors to explain any common themes or Macro Events.
Experience working with optimisers and portfolio construction techniques
Strong Python experience
Would be helpful:
Experience at a Multi-manager
Understanding risk for single-industry L/S portfolios
Experience analysing TCA reports and suggesting areas for potential execution improvement
Experience building fundamental equity trade tool analysis such as timing, sizing, catalyst, correlation
This is a great opportunity to:
Work with a PM renowned for their exceptional performance, including a Sharpe ratio >2 and a history of top-tier results at leading hedge funds.
Collaborate with a highly talented team across investment, quantitative research, and data engineering functions.
Join a fund that combines deep fundamental analysis with a cutting-edge approach to data processing and AI/ML to generate uncorrelated alpha.
This role is based in London and reports directly to the PM (also CIO) and COO.
To apply please reach out to quantresearch@octaviusfinance.com