Quantitative Equity Researcher/PM – Buy Side – London
- London, England, United Kingdom
- Permanent, Full time
- Octavius Finance
- 21 Nov 17 2017-11-21
A strong performing investment management firm is currently looking to add an Equity quant analyst to their fund in London in order to build an equity portfolio strategy based on Alpha capture. You must therefore have a good understanding of not only quantitative analysis but also fundamental valuation as you will be using a variation of fundamental and numerical optimization/statistical techniques for the purpose of portfolio management and analysis.
The team employ a conviction led, value-based stock selection process combined with a distinctive and technical approach to providing stabilising assets within the portfolios. You should have a deep understanding of portfolio optimisation and factor and style analysis, a thorough understanding of financial markets and have self-motivation to lead research into new areas.
The role will also entail investment research, supporting stock investment decisions and derivative strategies through back testing and stress testing for various outcomes.
You should have previous experience doing some of the following:-
- Developing a framework that merges a quantitative sleeve with fundamental insights from 3 separately managed portfolios.
- Research on refining the portfolio management process.
- Designing and developing a quantitative equity portfolio strategy based on alpha capture - using fundamental stock picks from internal sector analysts to build a market/factor neutral equity strategy.
- Investment research focused on finding quantitative alpha signals that complement traditional stock-picking portfolios.
- Innovative risk modelling techniques/building and maintaining a fully proprietary risk model
- Developing an equity risk management process for monitoring risks across portfolios.
- Liaising with the CIO, portfolio managers, fundamental analysts and IT to coordinate the process.
- Development of a new portfolio construction process
Candidates with a PHD are preferred however an MSC from a leading school will be considered.
Excellent Statistical programming skills Essential - MATLAB/PYTHON
Ideally candidates will have buy side experience working in a Systematic Trading Strategies team (equity long/short, event-driven, merger Arb, Market Neutral, Long only).
In order to apply please send your CV in WORD FORMAT to email@example.com or call 02080044029
Interviews have already begun to take place.