Equities Portfolio Quant Researcher

Overview

In this role you will help build and refine the quantitative framework for an equities PM business, working closely with Trading, Tech, Risk, and Portfolio teams. You will translate models into production and contribute to risk-aware, data-driven decision making in a fast-paced, 24/7 global environment. The London office serves as a hub for advanced engineering and execution, with a culture that values teaching, learning, and smart collaboration. This is an opportunity to shape cutting-edge quantitative trading capabilities in a high-profile client context.

Pay / Benefits

• flexible working
• competitive salary and benefits
• ongoing training
• structured career path
• informal, open culture

Responsibilities

• Contribute to building components of a quantitative trading framework
• Collaborate with Tech to productionize quantitative models
• Coordinate with Risk, Portfolio, and Business Managers to ensure correct application of the framework
• Research and implement models including factor models and risk assessments
• Support the development of the equities quantitative research infrastructure
• Assist in making the London office more efficient in execution
• Engage in cross-functional communication with PMs and Traders

Key requirements

• Advanced degree or PhD in a technical or quantitative field
• Strong programming skills (SQL, R, Python)
• 5-10 years’ experience in equity risk modeling and quantitative models
• Strong written and verbal communication with PMs and Traders
• Ability to work independently and in ambiguous environments

• Strong communication
• Independence and self-motivation
• Collaborative mindset
• Python
• SQL
• R

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