Quantitative Researcher, Equity

Job Overview

This role involves working as a Quantitative Researcher within a collaborative team based in London, focusing on systematic equity strategies with a particular emphasis on the Asian markets but applying insights globally.

Primary Responsibilities

• Collaborate with the Senior Portfolio Manager (SPM) on alpha research activities including generating ideas, collecting data, performing comprehensive analysis, implementing models, and backtesting systematic equity strategies.
• Utilize financial expertise combined with statistical learning methods to analyze diverse datasets and develop robust predictive models that inform the investment process.
• Continuously optimize the Asia portfolio to improve performance.
• Perform risk assessments on live portfolio performance and conduct profit and loss (PnL) attribution analyses.
• Manage live trading operations in Asian markets, addressing issues such as failed orders and futures trading or rolling activities.

Technical and Educational Requirements

• Proficient research and programming capabilities in Python are essential.
• Holds a Master's or PhD degree in a quantitative discipline like Computer Science, Applied Mathematics, Statistics, or a related field from a highly ranked university.

Preferred Experience

• Possesses 1 to 3 years’ experience working with cash equity strategies focusing on alpha research.
• Experience trading within Asian markets and a solid understanding of market specifics such as stamp costs, financing methods, and short-selling restrictions.
• Proven ability to interpret fundamental and event-driven data, along with familiarity with alternative data sources.

Highly Valued Additional Expertise

• Strong economic insight and critical analytical thinking skills.
• Product knowledge and practical experience in statistical arbitrage strategies.

Additional Information

The target start date for this position is as early as possible.