Discretionary Quant Researcher: Signals & Portfolio Optimization

LGBT Great; Greater London; On-site; GBP 70,000 - GBP 90,000; Full time

Job summary

A global investment management firm in London is seeking a Quantitative Researcher to support discretionary portfolio management teams. You will collaborate closely with portfolio managers, optimise portfolios, and apply quantitative methods for signal development. The ideal candidate will have a strong academic background in a STEM field, proficiency in Python, and at least 2 years' experience in relevant roles. This firm offers a comprehensive benefits package and emphasizes inclusion and work-life balance.

Benefits

Competitive holiday entitlements

Pension/401k

Life and long-term disability coverage

Flexible working arrangements

Two annual 'Mankind' community volunteering days

Private medical coverage

Discounted gym membership

Pet insurance

Qualifications

• Familiarity with market-neutral investment strategies.
• Ability to explain technical details to a less technical audience.
• Understanding of portfolio construction and optimisation.
• Experience using risk models for both equity and credit markets.
• Exceptional academic background, preferably in a STEM field.
• Strong knowledge of Python and relevant data analysis libraries.
• Proficient in Linux and version control (i.e. Git).
• Previous experience with optimisation packages is a plus.
• 2+ years of experience in either a quant researcher/trader role or as a fundamental analyst.

Responsibilities

• Work closely with discretionary Portfolio Managers to add value through signal development.
• Optimise discretionary portfolios using risk modeling and portfolio construction.
• Backtest and implement signals using traditional and alternative data sources.
• Follow literature for innovations in quantitative strategies and suggest improvements.
• Collaborate with team members and communicate complex concepts to non-technical audience.
• Stay updated with market trends and seek opportunities for improvement.

Skills

Market-neutral investment strategies

Technical communication

Portfolio construction and optimisation

Risk models for equity and credit markets

Python and data analysis techniques

Linux and version control (Git)

Optimisation packages (e.g. Mosek)

Credit markets knowledge

2+ years as quant researcher/trader or fundamental analyst

Education

Degree in a STEM field

Tools

Linux

Git

Job description

A global investment management firm in London is seeking a Quantitative Researcher to support discretionary portfolio management teams. You will collaborate closely with portfolio managers, optimise portfolios, and apply quantitative methods for signal development. The ideal candidate will have a strong academic background in a STEM field, proficiency in Python, and at least 2 years' experience in relevant roles. This firm offers a comprehensive benefits package and emphasizes inclusion and work-life balance.