Quant Researcher – Equities | London
We are partnering with a leading asset management firm who are seeking a Equity Quantitative Researcher to join their team. The ideal candidate will have experience in signal research, factor modelling, portfolio construction, and working with alternative datasets to enhance investment strategies.
Key Responsibilities:
Develop and implement financial factors to optimize portfolios, assess transaction costs, and improve performance.
Collaborate with portfolio managers to monitor and enhance mid-frequency portfolios (holding periods from weeks to months).
Contribute to internal codebases, improving data pipeline processes for more efficient portfolio construction.
Perform factor modelling and quantitative analysis, integrating alternative datasets into investment strategies.
Manage large, diverse datasets, particularly in global equity markets, to support research and strategy development.
Qualifications:
2+ years of experience in equity quantitative research, focusing on signal development, factor modelling, and portfolio construction.
Strong Python programming skills and experience with improving data pipeline processes.
Experience in working with alternative data sources (e.g., sentiment data, satellite imagery, web scraping) to inform quantitative strategies.
Expertise in managing large datasets, especially in global equity markets.
Experience working closely with portfolio managers and analysts to enhance investment strategies.
Apply by sending your CV to: quantresearch@octaviusfinance.com