Job Description
Responsibilities
* Research and design new systematic equity strategies and products using proprietary data and modern portfolio construction.
* Partner with Portfolio Engineering to implement and productionise equity quant capabilities.
* Enhance and maintain the existing suite of factor and risk models.
* Run standalone research projects culminating in white papers and client-facing presentations.
* Improve the shared research platform, tools and data workflows.
* Collaborate with colleagues across equities, multi-asset, distribution and technology teams globally.
* Showcase and explain systematic capabilities to internal stakeholders and external clients.
Requirements
* Experience in quantitative equity research and/or portfolio construction.
* Knowledge of equity factors, risk models, optimisation, sustainability integration and portfolio construction techniques.
* MSc or PhD in a quantitative field (e.g., statistics, econometrics, numerical methods).
* Strong Python skills (pandas, NumPy) and proficiency with large datasets.
* Understanding of modern AI/ML techniques applied to equity portfolios.
* Excellent written and verbal communication.
* Self-starter with commercial awareness and high ethical standards.