Job Description
We are partnering with a leading investment management business undergoing significant growth within its quantitative investment platform. As part of this expansion, we are seeking two Quantitative Researchers to join a highly regarded team developing systematic and index-based investment solutions.
The ideal candidate will possess index research, index construction, or index methodology experience gained within asset management, investment banking, index providers, ETF businesses, or systematic investment teams. Candidates from broader systematic equities backgrounds will also be considered.
The Opportunity
This role offers the chance to work on the research, development, and implementation of quantitative investment strategies, with a particular focus on index-based and systematic equity solutions.
Working closely with portfolio managers, data specialists, and senior stakeholders, you will play a key role in developing innovative investment products and enhancing quantitative investment capabilities.
Key Responsibilities
* Research and develop quantitative investment strategies and systematic signals
* Design and enhance index methodologies and portfolio construction frameworks
* Conduct back-testing, performance analysis, and model validation
* Develop factor-based and systematic equity investment models
* Analyse large datasets to identify investment opportunities and improve investment processes
* Collaborate with technology and data teams to productionise research outputs
* Support the development of new index and ETF-related investment initiatives
Requirements
* 7–10 years' experience in quantitative research or systematic investing
* Strong experience within asset management, hedge funds, investment banks, ETF providers, or index businesses
* Experience developing, researching, or maintaining index methodologies is highly desirable
* Systematic equities experience will also be considered
* Strong understanding of portfolio construction, factor investing, risk models, and quantitative investment processes
* Advanced Python programming skills
* Experience working with large financial datasets
* MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline preferred
What's on Offer
* Base salary up to £150,000 (somewhat flexible)
* Competitive bonus structure
* Opportunity to influence the development of innovative quantitative investment products
* High-profile role within a growing investment platform
* Collaborative and research-driven culture
* Excellent long-term career progression opportunities
For a confidential discussion, please get in touch.