Quantitative equity researcher - ESG Factors – Asset Manager – London

A leading equity quant research team is currently looking to add a quantitative researcher to their team in London. You will be responsible for alpha signal research and strategy development & modeling as well as portfolio construction with a focus on ESG factors.

In order to apply you should have familiarity with quantitative research (stock selection, cross-asset quantitative strategies, portfolio optimization, alpha modeling) and strong programming skills (Python).

Your responsibilities will include:-

• Alpha generation through stock selection,

• Shorter-term signal Research

• Factor modeling,

• Portfolio construction

• Client facing responsibilities

Applicants should have an MSc or PhD from a leading school with strong background in econometrics, statistics or mathematics in addition to experience with portfolio construction and factor models and good knowledge of ESG data and familiarity with ESG regulations.

This is an excellent opportunity to work in one of the most successful teams and work on cutting edge alpha research. You will be working as part of a wider systematic strategies team and therefore have exposure to other asset classes.

This is an excellent opportunity to join a team who a well-regarded, will offer excellent training and career progression.

In order to apply please send your CV in WORD FORMAT to quanttrading@octaviusfinance.com

Interviews have already begun to take place.