Senior Equity Quant Researcher – (Asset Manager) - London
A leading Equity quant research team are currently looking for an experienced Researcher from a top ranked asset management team to join their team.
You will be responsible for Developing quantitative investment models and for global equity investments.
The team in place currently are experience but benefitting from a period of expansion.
Key Responsibilities:
Developing portfolio construction and risk capabilities from a quantitative, systematic approach.
Helping in the construction of a factor model for the Equity strategy.
Researching and building multi-factor models for: equity portfolio construction
Work on Portfolio Construction, Portfolio Risk, Performance and Attribution models
Perform research on existing investment models and work on developing enhancements to existing methods and models
Quantitative research in the areas of time series and forecast models
Experience working with large datasets using the latest machine learning applications to analyse investment opportunities in Global Equity Markets.
Applicants should have an MSC/PhD from a top School with strong background in Math, Physics, Finance, Economics, Statistics, and strong computer skills (Python, Matlab, R,).
Requirements:
Advanced Quantitative Degree (PhD preferred)
4-8 years of solid Equity Quantitative Modelling and Portfolio Construction Research with a financial firm
SQL, Matlab/Python and R programming skills
Prior experience with Barra /Axioma / Northfield risk models and platforms is useful.
A passion for Quantitative investing.
This is an excellent opportunity to join a team who a well-regarded, have strong performance across their investment business.
In order to apply please send your CV in WORD FORMAT to quantresearch@octaviusfinance.com or call 02080044029
Interviews have already begun to take place.