Fundamental Equities Quant Researcher

£150,000 – £600,000 + bonus/market leading benefits

Location: United Kingdom (London – City of London, London) Type: Permanent

This team sits at the intersection of fundamental investment approach and quantitative precision and discipline. Teams of quantitative researchers and technologists work together to build and scale one of the largest equities portfolios in the market by optimizing various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. Teams are small and highly collaborative - each member makes meaningful contributions to the research agenda and direction, and has visible impact in the firms investments.

The Role

The team mixes quantitative disciplines, fundamental insights and creative problem solving to drive impact every day with fundamental Portfolio Managers and Analysts across the Equity businesses.

Responsibilities:

• Work directly with stakeholders to make crucial decisions about risk, portfolio construction, and investment process that will directly impact returns
• Conduct research and statistical analyses in the evaluation of securities including portfolio construction, multi-factor modeling, TCA and Market Impact Modeling
• Leverage proprietary tools and data to help PMs improve investment decision making
• Automate discretionary strategies within the relevant equity markets

Requirements:

• Experience with portfolio construction, risk models, and TCA/ transaction cost and market impact models
• Demonstrated proficiency in statistical methods and a background demonstrating strong analytical problem solving skills, including but not limited to engineering, statistical modeling, computer programming, scientific laboratory course work, or similar independent research or thesis
• Prior highly-relevant financial industry experience in quantitative research/analytics, trading research, risk research, or portfolio management
• Degree in a relevant and highly-analytical field (mathematics/statistics, finance/economics, engineering and/or computer science) with a strong academic record from a top tier university
• Experience creating and using algorithms to meticulously investigate and work through large data or error-checking problems
• Hands on scripting experience in Python, R, MATLAB, SQL

Reference: AMC/AMO/DM1046718