Equity Quant researcher- Long Only Asset Management - London
A leading Long only Equity manager is currently looking to add a Equity Quant researcher to their team.
The team are responsible for providing quantitative expertise for the management of fundamental equity portfolios therefore as a quantitative researcher you will be engaged in a number of tasks including Portfolio construction, optimsation and Multi-Factor modelling.
You will be working in a highly skilled and dedicated quant research group. The team use quantitative methods to build models recommending stocks to analysts, based on a history of alpha-generating trade decisions. You will be responsible for the full process from start to finish - formulating the research question, data assembling from raw data in SQL, data exploration, evaluation of a range of models and implementation Your Responsibilities will include:
• Develop quantitative models across a broad range of applications, from equity valuation models to risk management and portfolio construction
• Perform data driven investment research and work closely with different investment teams and portfolio managers to add value for clients
• Enhance the alpha generating capabilities by leveraging on developments in technology and data such as machine learning and alternative data sources
• Back-testing of Equity Performance Indicators and Quantitative strategies
• Developing quantitative stock screens for idea generation
• Development of new portfolio management tools
• Assisting in quantitative fund management In order to apply you should have:-
• Solid statistical programming skills :-Python/Matlab/SQL/R
• Some experience working as a quant analyst/researcher from an equity perspective
• A PHD/MSC in a Quantitative discipline from a leading school
• Understanding of Factor based modelling.
This is an excellent opportunity to join a team who a well-regarded, will offer excellent training and career progression.
In addition there is an salary package on offer. Prior buy side experience preferred.